Nonparametric regression, confidence regions and regularization
Nonparametric regression, confidence regions and regularization
In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and nonasymptotic confidence region $\mathcal{A}_{n}$ which is defined by a set of linear inequalities involving the values of the functions at the design points. Interest …