Sequential Nonparametric Fixed-Width Confidence Intervals for $U$-Statistics

نویسندگان

چکیده

برای دانلود رایگان 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

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

Confidence Intervals for Nonparametric Regression

In non-parametric function estimation, providing a confidence interval with the right coverage is a challenging problem. This is especially the case when the underlying function has a wide range of unknown degrees of smoothness. Here we propose two methods of constructing an average coverage confidence interval built from block shrinkage estimation methods. One is based on the James-Stein shrin...

متن کامل

Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling

Monte Carlo methods are used to approximate the means, μ , of random variables Y , whose distributions are not known explicitly. The key idea is that the average of a random sample, Y1, . . . ,Yn, tends to μ as n tends to infinity. This article explores how one can reliably construct a confidence interval for μ with a prescribed half-width (or error tolerance) ε . Our proposed two-stage algorit...

متن کامل

An Adaptation Theory for Nonparametric Confidence Intervals

A nonparametric adaptation theory is developed for the construction of confidence intervals for linear functionals. A between class modulus of continuity captures the expected length of adaptive confidence intervals. Sharp lower bounds are given for the expected length and an ordered modulus of continuity is used to construct adaptive confidence procedures which are within a constant factor of ...

متن کامل

Nonparametric Confidence Intervals for Monotone Functions

We study nonparametric isotonic confidence intervals for monotone functions. In [1] pointwise confidence intervals, based on likelihood ratio tests for the restricted and unrestricted MLE in the current status model, are introduced. We extend the method to the treatment of other models with monotone functions, and demonstrate our method by a new proof of the results in [1] and also by construct...

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: 1985

ISSN: 0090-5364

DOI: 10.1214/aos/1176346588