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Department of Statistics
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Research
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Public Lectures
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 [...] location estimators that minimize the size of suitable `-dimensional data-based simplices. For ` = 1, these estimators reduce to minimizers of empirical euclidean losses, whereas, for ` = d, they are …