Mammen, Enno; Polonik, Wolfgang - In: Journal of Multivariate Analysis 122 (2013) C, pp. 202-214
This paper discusses a universal approach to the construction of confidence regions for level sets {h(x)≥0}⊂Rq of a function h of interest. The proposed construction is based on a plug-in estimate of the level sets using an appropriate estimate ĥn of h. The approach provides finite sample...