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Abstract Details
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Activity Number:
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407
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #305454 |
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Title:
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Adaptive Confidence Bands
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Author(s):
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Zongming Ma*+
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Companies:
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The Wharton School
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Address:
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University of Pennsylvania, Philadelphia, PA, 19104-6340,
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Keywords:
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nonparametric function estimation ;
confidence band ;
adaptivity
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Abstract:
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We consider the problem of constructing confidence bands for a collection of Holder function classes. It is well known that though there exist estimators that adapt to the unknown smoothness of the underlying function, honest adaptive confidence band does not exist. In this talk, we propose a relaxation of the usual definition of coverage, and show that there exists a new confidence band procedure that can adapt to a limited collection of Holder classes under the new notion of coverage. This is a joint work with Tony Cai and Mark Low.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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