We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The procedure provides guaranteed finite-sample significance levels, is easy to implement and possesses certain asymptotic optimality and adaptivity properties.
"Multiscale inference about a density." Ann. Statist. 36 (4) 1758 - 1785, August 2008. https://doi.org/10.1214/07-AOS521