2 papers
math.ST2026
Safe and Sharp Honest Inference for Nonparametric Estimation via Empirical Bernstein Calibration
Zihao Yuan, Sven Klaassen, Holger Dette
Honest confidence intervals for nonparametric estimators usually need to balance two competing goals: uniformly small undercoverage over a prescribed smoothness class and interval…
math.ST2026
Validating spatial-temporal separability for stationary processes
Lujia Bai, Holger Dette, Zihao Yuan
A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely…