Year: 2025
Type: preprint
Abstract: Asymptotic uniform confidence bands are constructed for a multivariate nonparametric regression model with heteroscedastic noise, employing histogram estimators under flexible partition conditions. The construction is especially applicable to unsmooth regression functions of Hölder regularity less than one. While the radius of the confidence bands could be approximated via the Gumbel distribution, our construction does not depend on an extreme value distribution, but instead can be explicitly calculated for the chosen partition.
Source: arXiv (Cornell University)
Authors: Neumeyer, Natalie, Rabe, Jan, Trabs, Mathias
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4414486901
Cites:
Cited by:
Related to: