Multiscale inference for a multivariate density with applications to X-ray astronomy (Q1753976)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6876230
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiscale inference for a multivariate density with applications to X-ray astronomy |
scientific article; zbMATH DE number 6876230 |
Statements
Multiscale inference for a multivariate density with applications to X-ray astronomy (English)
0 references
29 May 2018
0 references
A multiscale method is presented to identify regions of monotonicity of a multivariate density at arbitrary points in arbitrary directions. The approach of \textit{L. Dümbgen} and \textit{G. Walther} [Ann. Stat. 36, No. 4, 1758--1785 (2008; Zbl 1142.62336)] is extended to the situation where no prior information regarding the location and the number of the modes is available. In particular, a significance test for a mode at a specific point is constructed and a general procedure is developed for detecting the modes of a multivariate density. It is shown that the method localizes the modes with an effectively optimal rate. The results are illustrated in simulation study and a data example from X-ray astronomy.
0 references
multiple tests
0 references
modes
0 references
multivariate density
0 references
X-ray astronomy
0 references
0 references
0 references
0 references
0 references
0.8304888606071472
0 references
0.7732768654823303
0 references
0.7489036321640015
0 references
0.7285150289535522
0 references
0.7216976284980774
0 references
