|
Abstract
|
We consider the fundamental problem of constructing nonparametric confidence bands for a density f from an iid sample of f. We first review some of the classical results in this direction due to Smirnov, Bickel and Rosenblatt, then move on to discuss some negative results and pathologies related to this problem due to Cai and Low, and then shed some new light on this problem by constructing honest nonparametric confidence bands that circumvent these pathologies in a 'generic' way. [This is joint work with Evarist Gine.]
|