Multiscale inference about a density
By L. Duembgen, Gunther Walther. 2007
101 citations recorded by the source corpus.
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.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c46de4a6b9c7c4d049cccbd719a1d75a1384114b
How researchers see this paper
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In Artificial Intelligence
- I. Castillo
- Richard Nickl
- Kolyan Ray
- Judith Rousseau
- A. van der Vaart
- Botond Szab'o
- Subhashis Ghosal
- Stéphanie van der Pas
In Statistics and Probability
- I. Castillo
- Richard Nickl
- Kolyan Ray
- Judith Rousseau
- Evarist Gin'e
- A. van der Vaart
- Subhashis Ghosal
- Botond Szab'o
Citations in the corpus
- On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures (2013, methodology): “tract and dictated by the applications we have in mind. They are, however, closely connected to the frequentist literature on nonparametric multiscale inference, as developed in the papers [11], [9], [12], [10], [29], where also many further references can be found. This connection gives a further m”