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Asymptotic confidence bands for the histogram regression estimator

Published 17 Aug 2025 in math.ST, stat.ME, and stat.TH | (2508.12391v1)

Abstract: In a multivariate nonparametric regression model with a H\"older continuous regression function and heteroscedastic noise asymptotic uniform confidence bands are constructed based on the histogram estimator. The radius of the confidence bands does not depend on an extreme value distribution, but instead can be numerically calculated for the chosen binning.

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