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September, 1989 Honest Confidence Regions for Nonparametric Regression
Ker-Chau Li
Ann. Statist. 17(3): 1001-1008 (September, 1989). DOI: 10.1214/aos/1176347253

Abstract

The problem of constructing honest confidence regions for nonparametric regression is considered. A lower rate of convergence, $n^{-1/4}$, for the size of the confidence region is established. The achievability of this rate is demonstrated using Stein's estimates and the associated unbiased risk estimates. Practical implications are discussed.

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Ker-Chau Li. "Honest Confidence Regions for Nonparametric Regression." Ann. Statist. 17 (3) 1001 - 1008, September, 1989. https://doi.org/10.1214/aos/1176347253

Information

Published: September, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0681.62047
MathSciNet: MR1015135
Digital Object Identifier: 10.1214/aos/1176347253

Subjects:
Primary: 62G99
Secondary: 62J99

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 3 • September, 1989
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