debiased-inference (Python)
Python implementation of the procedures in Cheng and Chen, “Nonparametric Inference via Bootstrapping the Debiased Estimator”.
If you use these methods or this software, please cite the paper (Electronic Journal of Statistics 13(1), 2019; doi:10.1214/19-EJS1575).
python -m pip install debiased-inference
import numpy as np
from debiased_inference import kde_confidence_band
rng = np.random.default_rng(2026)
sample = rng.normal(size=300)
band = kde_confidence_band(sample, n_boot=499, random_state=2026)
print(band)
The package also provides debiased local-linear regression, density level-set and inverse-regression confidence sets, normal-reference and cross-validated bandwidth selectors, and a studentized density band. The project repository contains the full statistical specification and cross-language API guide.
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