Adaptive confidence bands in the nonparametric fixed design regression model

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.