Journal of Nonparametric Statistics, 26(3), 451-469. ISO 690
In this note, we consider the problem of the existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [(2011), ‘On Adaptive Inference and Confidence Bands’, Annals of Statistics, 39, 2383–2409] to the present case. In the course of the proof, we show that sup-norm adaptive estimators exist as well in the regression setting.
Work conducted with Pierre-Yves Massé.http://www.tandfonline.com/doi/abs/10.1080/10485252.2014.905688