Quantifying the cost of simultaneous non-parametric approximation of several samples
Quantifying the cost of simultaneous non-parametric approximation of several samples
We consider the standard non-parametric regression model with Gaussian errors but where the data consist of different samples. The question to be answered is whether the samples can be adequately represented by the same regression function. To do this we define for each sample a universal, honest and non-asymptotic confidence …