The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach
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Publication:366986
DOI10.1214/13-AOS1114zbMATH Open1273.62102WikidataQ105584284 ScholiaQ105584284MaRDI QIDQ366986FDOQ366986
Authors: Magalie Fromont, Béatrice Laurent, P. Reynaud-Bouret 
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The corresponding critical values are constructed from a non-asymptotic wild bootstrap approach, leading to level alpha tests. Various choices for the kernel functions are possible, including projection, approximation or reproducing kernels. In this last case, we obtain a parametric rate of testing for a weak metric defined in the RKHS associated with the considered reproducing kernel. Then we introduce, in the other cases, an aggregation procedure, which allows us to import ideas coming from model selection, thresholding and/or approximation kernels adaptive estimation. The resulting multiple tests are proved to be of level alpha, and to satisfy non-asymptotic oracle type conditions for the classical L2-norm. From these conditions, we deduce that they are adaptive in the minimax sense over a large variety of classes of alternatives based on classical and weak Besov bodies in the univariate case, but also Sobolev and anisotropic Nikol'skii-Besov balls in the multivariate case.
Full work available at URL: https://arxiv.org/abs/1203.3572
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Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonparametric statistical resampling methods (62G09) Markov processes: hypothesis testing (62M02) Applications of functional analysis in probability theory and statistics (46N30)
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Cited In (13)
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