Hotelling tubes, confidence bands and conformal inference

HIGHLIGHTS

  • who: Roger Koenker from the (UNIVERSITY) have published the Article: Hotelling tubes, confidence bands and conformal inference, in the Journal: (JOURNAL)
  • what: This approach has been further developed in Lei and Candu00e8s .

SUMMARY

    One of my indelible memories of Peter Schmidt was a conversation the authors had in my kitchen at a party for Midwest Econometrics Group participants in 1993 about the uneasy relationship between statistics and econometrics. I will describe how it can be used to construct uniform confidence bands for nonparametric regression using penalty methods, and finally I will . . .

     

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