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Fakultät Statistik
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Statistical Colloquium
develop a method for uniformly valid confidence bands of a nonparametric component f1 in the additive model Y = f1(X1) + .. + fp(Xp) + e in a high-dimensional setting. We employ sieve estimation and embed [...] these estimators reduce to the sample mean for p = 2, whereas for p = 1, the estimators provide the spatial median and Oja median for ` = 1 and ` = d, respectively. Under very mild assumptions, we derive an [...] fictitious play" (with Jiaqi Huang) which can be found at https://patrikguggenberger.wordpress.com/about/ [ 1 ] See the abstract of that paper. 10.12.2025 at 14:15, TU Dortmund, M/E 21 Title: Functional Factor …