Testing the regularity of a smooth signal
From MaRDI portal
Publication:2345129
DOI10.3150/13-BEJ575zbMath1320.94021arXiv1304.2592MaRDI QIDQ2345129
Publication date: 19 May 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.2592
Nonparametric regression and quantile regression (62G08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items (10)
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\) ⋮ Learning the smoothness of noisy curves with application to online curve estimation ⋮ Honest and adaptive confidence sets in \(L_p\) ⋮ Distributed function estimation: adaptation using minimal communication ⋮ Is distribution-free inference possible for binary regression? ⋮ The smoothness test for a density function ⋮ Adaptive estimation of the sparsity in the Gaussian vector model ⋮ Optimal sparsity testing in linear regression model ⋮ Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates
Cites Work
- Unnamed Item
- Unnamed Item
- Adaptive confidence sets in \(L^2\)
- On adaptive inference and confidence bands
- Asymptotic equivalence for nonparametric regression with multivariate and random design
- Empirical Bayesian test of the smoothness
- Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
- Risk bounds for model selection via penalization
- Wavelets on the interval and fast wavelet transforms
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Asymptotic equivalence of density estimation and Gaussian white noise
- Adaptive hypothesis testing using wavelets
- On nonparametric confidence intervals
- Wavelets, approximation, and statistical applications
- Asymptotically minimax test for a composite null hypothesis in the density model
- An adaptation theory for nonparametric confidence intervals
- Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function
- Density estimation by wavelet thresholding
- Multiscale testing of qualitative hypotheses
- Random rates in anisotropic regression. (With discussion)
- On nonparametric tests of positivity/monotonicity/convexity
- Nonparametric goodness-of-fit testing under Gaussian models
- Confidence balls in Gaussian regression.
- On nonparametric estimation in nonlinear AR(1)-models
- Confidence sets in sparse regression
- Testing over a continuum of null hypotheses with false discovery rate control
- Adaptive confidence balls
- Adaptive nonparametric confidence sets
- Adaptive goodness-of-fit tests in a density model
- Adaptive minimax testing in the discrete regression scheme
- Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Density smoothness estimation problem using a wavelet approach
- An alternative point of view on Lepski's method
- Introduction to nonparametric estimation
This page was built for publication: Testing the regularity of a smooth signal