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math.ST2025
Asymptotic confidence bands for centered purely random forests
Natalie Neumeyer, Jan Rabe, Mathias Trabs
In a multivariate nonparametric regression setting we construct explicit asymptotic uniform confidence bands for centered purely random forests. Since the most popular example in t…
math.ST2025
Asymptotic confidence bands for the histogram regression estimator
Natalie Neumeyer, Jan Rabe, Mathias Trabs
Asymptotic uniform confidence bands are constructed for a multivariate nonparametric regression model with heteroscedastic noise, employing histogram estimators under flexible part…