Nonparametric goodness-of-fit testing under Gaussian models
From MaRDI portal
Publication:1852968
zbMath1013.62049MaRDI QIDQ1852968
Irina A. Suslina, Yuri I. Ingster
Publication date: 21 January 2003
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
On Sequential Data-Driven Density Estimation, Multiscale adaptive inference on conditional moment inequalities, Estimating minimum effect with outlier selection, Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance, Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination, Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure, Unnamed Item, Chi-squared test for hypothesis testing of homogeneity, Optimal high-dimensional and nonparametric distributed testing under communication constraints, Overparameterized maximum likelihood tests for detection of sparse vectors, Adaptive test for large covariance matrices with missing observations, On statistical properties of the estimator of impulse response function, On uniform consistency of Neyman's type nonparametric tests, On robustness and local differential privacy, Dimension-agnostic inference using cross U-statistics, Nonparametric hypothesis testing with small type I or type II error probabilities, High Probability Frequency Moment Sketches, Detecting highly oscillatory signals by chirplet path pursuit, On the goodness-of-fit testing for ergodic diffusion processes, On Asymptotic Minimaxity of Kernel-based Tests, Adaptive nonparametric confidence sets, Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix, Testing in mixed-effects FANOVA models, Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems, Combined Hypothesis Testing on Graphs With Applications to Gene Set Enrichment Analysis, On Approximating Matrix Norms in Data Streams, Separating signal from noise, Sequential Design and Estimation in Heteroscedastic Nonparametric Regression, Nonparametric homogeneity tests, Topics and Techniques in Distribution Testing: A Biased but Representative Sample, Minimax optimality of permutation tests, High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints, Testing equivalence of clustering, Sharp minimax tests for large Toeplitz covariance matrices with repeated observations, Early stopping for statistical inverse problems via truncated SVD estimation, Hypothesis testing for high-dimensional multinomials: a selective review, An adaptive empirical likelihood test for parametric time series regression models, Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\), Lattice point problem and questions of estimation and detection of smooth multivariate functions, Testing un-separated hypotheses by estimating a distance, Adaptive goodness-of-fit testing from indirect observations, Optimal testing for additivity in multiple nonparametric regression, Sharp minimax tests for large covariance matrices and adaptation, Hypothesis testing via affine detectors, High dimensional efficiency with applications to change point tests, Detection thresholds for the \(\beta\)-model on sparse graphs, Multidimensional two-component Gaussian mixtures detection, Optimal eigen expansions and uniform bounds, Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios, Minimax rate of testing in sparse linear regression, Honest and adaptive confidence sets in \(L_p\), On consistent hypothesis testing, Adaptive testing on a regression function at a point, Adaptive test on components of densities mixture, On one problem in multichannel signal detection, Honest Bayesian confidence sets for the \(L^2\)-norm, Adaptive confidence bands, Statistical and computational limits for sparse matrix detection, Goodness-of-fit tests for perturbed dynamical systems, On signal detection and confidence sets for low rank inference problems, Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators, To the memory of Yu. I. Ingster, A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection, Detection of a sparse variable function, Minimax signal detection under weak noise assumptions, Bump detection in the presence of dependency: does it ease or does it load?, Non asymptotic minimax rates of testing in signal detection with heterogeneous variances, Detecting a vector based on linear measurements, Minimax hypothesis testing for curve registration, Detection of sparse additive functions, Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression, On the choice of test statistic for conditional moment inequalities, Adaptivity in convolution models with partially known noise distribution, Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data, Semiparametric minimax rates, Detection boundary in sparse regression, Estimation and detection of functions from anisotropic Sobolev classes, Minimax goodness-of-fit testing in multivariate nonparametric regression, Estimation and detection of functions from weighted tensor product spaces, Minimax optimal procedures for testing the structure of multidimensional functions, Nonparametric signal detection with small type I and type II error probabilities, Testing the isotropy of high energy cosmic rays using spherical needlets, Equitability, interval estimation, and statistical power, Testing the characteristics of a Lévy process, Adaptive sensing performance lower bounds for sparse signal detection and support estimation, Estimation and detection of a function from tensor product spaces, Weighted KS statistics for inference on conditional moment inequalities, Adaptive detection of a high-variable function, On adaptive inference and confidence bands, Impossible inference in econometrics: theory and applications, Hypothesis testing via Euclidean separation, Adaptive estimation of the sparsity in the Gaussian vector model, Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018, The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii, Searching for a trail of evidence in a maze, Hypothesis testing by convex optimization, Multi-level Bayes and MAP monotonicity testing, Adaptive minimax testing for circular convolution, Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise, Adaptive estimation of high-dimensional signal-to-noise ratios, On uniform consistency of nonparametric tests. I, Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals, Adaptive variable selection in nonparametric sparse regression, Minimax signal detection in ill-posed inverse problems, A goodness-of-fit test for copula densities, Minimax nonparametric testing in a problem related to the Radon transform, Two-sample Hypothesis Testing for Inhomogeneous Random Graphs, Optimal sparsity testing in linear regression model, Adaptation bounds for confidence bands under self-similarity, Global testing against sparse alternatives under Ising models, On the power of some sequential multiple testing procedures, Tuning-Free Heterogeneity Pursuit in Massive Networks, On sequential hypotheses testing via convex optimization, Minimax optimal conditional independence testing, Inference for the dark energy equation of state using type IA supernova data, Empirical Bayesian test of the smoothness, Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion, Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates, High-dimensional change-point detection under sparse alternatives, Optimal inference with a multidimensional multiscale statistic, Testing degree corrections in stochastic block models, On testing for parameters in Ising models, Functional estimation and hypothesis testing in nonparametric boundary models, Maxiset point of view for signal detection in inverse problems, Hypothesis testing for high-dimensional sparse binary regression, Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials, Testing the regularity of a smooth signal, Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data, Optimal detection of the feature matching map in presence of noise and outliers, Curve registration by nonparametric goodness-of-fit testing