Anti-concentration and honest, adaptive confidence bands

Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the classical Smirnov–Bickel–Rosenblatt (SBR) condition; see, for example, Giné and Nickl [Probab. Theory Related Fields 143 (2009) 569–596]. This condition requires the existence of a l...

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Bibliographic Details
Main Authors: Chetverikov, Denis, Kato, Kengo, Chernozhukov, Victor V.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: Institute of Mathematical Statistics 2015
Online Access:http://hdl.handle.net/1721.1/95958
https://orcid.org/0000-0002-3250-6714