Li, Ker-Chau Honest confidence regions for nonparametric regression. (English) Zbl 0681.62047 Ann. Stat. 17, No. 3, 1001-1008 (1989). Summary: The problem of constructing honest confidence regions for nonparametric regression is considered. A lower rate of convergence, \(n^{-1/4}\), for the size of the confidence region is established. The achievability of this rate is demonstrated using Stein’s estimates and the associated unbiased risk estimates. Practical implications are discussed. Cited in 1 ReviewCited in 60 Documents MSC: 62G15 Nonparametric tolerance and confidence regions 62J99 Linear inference, regression 62G99 Nonparametric inference Keywords:adaptiveness; honest confidence regions; nonparametric regression; lower rate of convergence; Stein’s estimates; unbiased risk estimates × Cite Format Result Cite Review PDF Full Text: DOI