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