Multiscale inference about a density - Mathematics > Statistics Theory - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: We introduce a multiscale test statistic based on local order statistics andspacings that provides simultaneous confidence statements for the existence andlocation of local increases and decreases of a density or a failure rate. Theprocedure provides guaranteed finite-sample significance levels, is easy toimplement and possesses certain asymptotic optimality and adaptivityproperties.



Autor: Lutz Duembgen, Günther Walther

Fuente: https://arxiv.org/

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