Cai, T. Tony; Low, Mark; Ma, Zongming - In: Journal of the American Statistical Association 109 (2014) 507, pp. 1054-1070
This article proposes a new formulation for the construction of adaptive confidence bands (CBs) in nonparametric function estimation problems. CBs, which have size that adapts to the smoothness of the function while guaranteeing that both the relative excess mass of the function lying outside...