Multiscale inference about a density
Statistics Theory
2008-08-07 v3 Statistics Theory
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.
Cite
@article{arxiv.0706.3968,
title = {Multiscale inference about a density},
author = {Lutz Duembgen and Günther Walther},
journal= {arXiv preprint arXiv:0706.3968},
year = {2008}
}