Asymptotic confidence bands for the histogram regression estimator
By: Natalie Neumeyer, Jan Rabe, Mathias Trabs
Potential Business Impact:
Finds patterns in messy data with math.
In a multivariate nonparametric regression model with a H\"older continuous regression function and heteroscedastic noise asymptotic uniform confidence bands are constructed based on the histogram estimator. The radius of the confidence bands does not depend on an extreme value distribution, but instead can be numerically calculated for the chosen binning.
Similar Papers
Asymptotic confidence bands for centered purely random forests
Statistics Theory
Makes computer predictions more accurate and reliable.
Confidence Intervals for Linear Models with Arbitrary Noise Contamination
Statistics Theory
Finds reliable answers even with bad data.
Simultaneous Nonparametric Confidence Bands for Load-Sharing Systems
Methodology
Makes machines last longer by predicting failures.