Adaptive hypothesis testing using wavelets

DOI10.1214/aos/1032181163zbMath0898.62056MaRDI QIDQ1354447

Vladimir Spokoiny

Publication date: 3 November 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1032181163

zbMATH Keywords

stochastic differential equation; thresholding; signal detection; wavelet decomposition; nonparametric alternative; adaptive testing; minimax hypothesis testing

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62M99: Inference from stochastic processes

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