Corpus ID: 227227761

Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity

@article{Kwon2020AdaptiveII,
  title={Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity},
  author={Koohyun Kwon and Soonwoo Kwon},
  journal={arXiv: Statistics Theory},
  year={2020}
}
We consider the problem of adaptive inference on a regression function at a point under a multivariate nonparametric regression setting. The regression function belongs to a Holder class and is assumed to be monotone with respect to some or all of the arguments. We derive the minimax rate of convergence for confidence intervals (CIs) that adapt to the underlying smoothness, and provide an adaptive inference procedure that obtains this minimax rate. The procedure differs from that of Cai and Low… Expand
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