Multiscale inference about a density
| dc.creator | Duembgen, Lutz | |
| dc.creator | Walther, Günther | |
| dc.date | 2007-06-27 | |
| dc.date | 2008-08-07 | |
| dc.date.accessioned | 2026-07-07T09:54:51Z | |
| dc.date.available | 2026-07-07T09:54:51Z | |
| dc.description | 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. | |
| dc.description | Version 2 is an extended version (Technical report 56, IMSV, Univ. Bern) which is referred to in version 3. Published in at http://dx.doi.org/10.1214/07-AOS521 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0706.3968 | |
| dc.identifier | http://arxiv.org/abs/0706.3968 | |
| dc.identifier | Annals of Statistics 2008, Vol. 36, No. 4, 1758-1785 | |
| dc.identifier | doi:10.1214/07-AOS521 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/166470 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G07, 62G10, 62G15, 62G20, 62G30 (Primary) | |
| dc.title | Multiscale inference about a density | |
| dc.type | text |