Optimal adaptive inference in random design binary regression
نویسندگان
چکیده
منابع مشابه
Optimal Adaptive Inference in Random Design Binary Regression
We construct confidence sets for the regression function in nonparametric binary regression with an unknown design density– a nuisance parameter in the problem. These confidence sets are adaptive in L loss over a continuous class of Sobolev type spaces. Adaptation holds in the smoothness of the regression function, over the maximal parameter spaces where adaptation is possible, provided the des...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2018
ISSN: 1350-7265
DOI: 10.3150/16-bej893