Confidence bands in density estimation

Details Confidence bands in density estimation Confidence bands in density estimation

2010-02-25

arxiv.org/abs/1002.4801v1

Annals of Statistics 2010, Vol. 38, No. 2, 1122-1170

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/09-AOS738 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/09-AOS738

Given a sample from some unknown continuous density $f:\mathbb{R}\to\mathbb{R}$, we construct adaptive confidence bands that are honest for all densities in a "generic" subset of the union of $t$-H\"older balls, $0

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