Quantifying the cost of simultaneous non-parametric approximation of several samples
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چکیده
منابع مشابه
Quantifying the cost of simultaneous non-parametric approximation of several samples
We consider the standard non-parametric regression model with Gaussian errors but where the data consist of different samples. The question to be answered is whether the samples can be adequately represented by the same regression function. To do this we define for each sample a universal, honest and non-asymptotic confidence region for the regression function. Any subset of the samples can be ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2009
ISSN: 1935-7524
DOI: 10.1214/08-ejs298