Finite-sample confidence envelopes for shape-restricted densities

DOI10.1214/AOS/1176324534zbMath0828.62043OpenAlexW2056161991MaRDI QIDQ1896269

Philip B. Stark, Nicolas W. Hengartner

Publication date: 27 September 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324534

zbMATH Keywords

algorithmsconfidence intervalsLipschitz conditionnonparametric testsearthquakeshape restrictioncumulative distribution functionsconservative testsfinite-dimensional linear programming problemshypothesis of \(k\)-modalityinhomogeneous Poisson point processmode of unimodal densitiessimultaneous confidence envelopesupport of monotonic densities

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Seismology (including tsunami modeling), earthquakes (86A15) Probabilistic methods, stochastic differential equations (65C99)

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