关于密度的多尺度推断
统计理论
2008-08-07 v3 统计理论
摘要
我们引入了一种基于局部顺序统计量和间距的多尺度检验统计量，它为密度或失效率的局部增加和减少的存在性及位置提供同时置信陈述。该过程提供保证的有限样本显著性水平，易于实施，并具有某些渐近最优性和适应性性质。
引用
@article{arxiv.0706.3968,
title = {Multiscale inference about a density},
author = {Lutz Duembgen and Günther Walther},
journal= {arXiv preprint arXiv:0706.3968},
year = {2008}
}
评论
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)