Testing the regularity of a smooth signal

DOI10.3150/13-BEJ575zbMATH Open1320.94021MaRDI QIDQ2345129FDOQ2345129

Authors Alexandra Carpentier 

Publication date 19 May 2015

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.2592

zbMATH Keywords

functional analysisminimax boundsnon-parametric composite testing problem

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We develop a test to determine whether a function lying in a fixed $L_2$-Sobolev-type ball of smoothness $t$, and generating a noisy signal, is in fact of a given smoothness $sgeqt$ or not. While it is impossible to construct a uniformly consistent test for this problem on every function of smoothness $t$, it becomes possible if we remove a sufficiently large region of the set of functions of smoothness $t$. The functions that we remove are functions of smoothness strictly smaller than $s$, but that are very close to $s$-smooth functions. A lower bound on the size of this region has been proved to be of order $n^{-t/(2t+1/2)}$, and in this paper, we provide a test that is consistent after the removal of a region of such a size. Even though the null hypothesis is composite, the size of the region we remove does not depend on the complexity of the null hypothesis.

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Cited in

(11)

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