Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity

11/28/2020
by   Koohyun Kwon, et al.
0

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 Hölder 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 (2004), intended to yield shorter CIs under practically relevant specifications. The proposed method applies to general linear functionals of the regression function, and is shown to have favorable performance compared to existing inference procedures.

READ FULL TEXT
POST COMMENT

Comments

There are no comments yet.

Authors

page 1

page 2

page 3

page 4

11/28/2020

Inference in Regression Discontinuity Designs under Monotonicity

We provide an inference procedure for the sharp regression discontinuity...
04/25/2018

On nonparametric inference for spatial regression models under domain expanding and infill asymptotics

In this paper, we develop nonparametric inference on spatial regression ...
04/25/2018

On nonparametric inference for spatial regression models under domain expanding and infill observations

In this paper, we develop nonparametric inference on spatial regression ...
07/25/2021

Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV

We introduce computationally simple, data-driven procedures for estimati...
05/30/2020

Bayesian Nonparametric Monotone Regression

In many applications there is interest in estimating the relation betwee...
02/12/2021

Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs

We develop a novel method of constructing confidence bands for nonparame...
05/14/2021

Inference on function-valued parameters using a restricted score test

It is often of interest to make inference on an unknown function that is...
This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.