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ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS

Author
HOFFMANN, Marc1 ; NICKL, Richard1
[1] ENSAE-CREST and University of Cambridge, United States
Source

Annals of statistics. 2011, Vol 39, Num 5, pp 2383-2409, 27 p ; ref : 30 ref

CODEN
ASTSC7
ISSN
0090-5364
Scientific domain
Mathematics
Publisher
Institute of Mathematical Statistics, Cleveland, OH
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Borne supérieure Condition nécessaire suffisante Econométrie Estimation adaptative Estimation densité Estimation non paramétrique Estimation statistique Méthode statistique Prix Probabilité a priori Robustesse estimateur Sciences économiques 62F35 62P20 Bande confiance Classe Hölder Estimation paramétrique
Keyword (en)
Upper bound Necessary and sufficient condition Econometrics Adaptive estimation Density estimation Non parametric estimation Statistical estimation Statistical method Price Prior probability Estimator robustness Economic sciences Confidence band
Keyword (es)
Cota superior Condición necesaria suficiente Econometría Estimación adaptativa Estimación densidad Estimación no paramétrica Estimación estadística Método estadístico Precio Probabilidad a priori Robustez estimador Ciencias económicas
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
25385946

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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