Confidence bands in density estimation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonparametric confidence bands in deconvolution density estimation

Uniform confidence bands for densities f via nonparametric kernel estimates were first constructed by Bickel and Rosenblatt [Ann. Statist. 1, 1071–1095]. In this paper this is extended to confidence bands in the deconvolution problem g = f ∗ ψ for an ordinary smooth error density ψ. Under certain regularity conditions, we obtain asymptotic uniform confidence bands based on the asymptotic distri...

متن کامل

Sequential Fixed-width Confidence Bands for Kernel Regression Estimation

We consider a random design model based on independent and identically distributed (iid) pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information about the form of the true density, f...

متن کامل

Adaptive Confidence Bands

We show that there do not exist adaptive confidence bands for curve estimation except under very restrictive assumptions. We propose instead to construct adaptive bands that cover a surrogate function f which is close to, but simpler than, f . The surrogate captures the significant features in f . We establish lower bounds on the width for any confidence band for f and construct a procedure tha...

متن کامل

Confidence intervals for kernel density estimation

This article describes asciker and bsciker, two programs that enrich the possibility for density analysis using Stata. asciker and bsciker compute asymptotic and bootstrap confidence intervals for kernel density estimation, respectively, based on the theory of kernel density confidence intervals estimation developed in Hall (1992b) and Horowitz (2001). asciker and bsciker allow several options ...

متن کامل

Locally Adaptive Confidence Bands

We develop honest and locally adaptive confidence bands for probability densities. They provide substantially improved confidence statements in case of inhomogeneous smoothness, and are easily implemented and visualized. The article contributes conceptual work on locally adaptive inference as a straightforward modification of the global setting imposes severe obstacles for statistical purposes....

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2010

ISSN: 0090-5364

DOI: 10.1214/09-aos738