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August 2008 Multiscale inference about a density
Lutz Dümbgen, Günther Walther
Ann. Statist. 36(4): 1758-1785 (August 2008). DOI: 10.1214/07-AOS521

Abstract

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.

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Lutz Dümbgen. Günther Walther. "Multiscale inference about a density." Ann. Statist. 36 (4) 1758 - 1785, August 2008. https://doi.org/10.1214/07-AOS521

Information

Published: August 2008
First available in Project Euclid: 16 July 2008

zbMATH: 1142.62336
MathSciNet: MR2435455
Digital Object Identifier: 10.1214/07-AOS521

Subjects:
Primary: 62G07, 62G10, 62G15, 62G20, 62G30

Rights: Copyright © 2008 Institute of Mathematical Statistics

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Vol.36 • No. 4 • August 2008
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