作者：Patschkowski, Tim; Rohde, Angelika
作者单位：Ruhr University Bochum; University of Freiburg
摘要：We develop honest and locally adaptive confidence bands for probability densities. They provide substantially improved confidence statements in case of inhomogeneous smoothness, and are easily implemented and visualized. The article contributes conceptual work on locally adaptive inference as a straightforward modification of the global setting imposes severe obstacles for statistical purposes. Among others, we introduce a statistical notion of local Holder regularity and prove a corresponding...
