The smoothness test for a density function

DOI10.1016/J.NA.2014.03.004MaRDI QIDQ2447078zbMATH OpenOpenAlexFDO

Authors Bogdan Ćmiel, Barbara Wolnik, Karol Dziedziul

Publication date 24 April 2014

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.02691

zbMATH Keywords

waveletsBesov spacessmoothness parametersmoothness estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Numerical methods for wavelets (65T60)

Abstract: The problem of testing hypothesis that a density function has no more than $mu$ derivatives versus it has more than $mu$ derivatives is considered. For a solution, the $L^2$ norms of wavelet orthogonal projections on some orthogonal "differences" of spaces from a multiresolution analysis is used. For the construction of the smoothness test an asymptotic distribution of a smoothness estimator is used. To analyze that asymptotic distribution, a new technique of enrichment procedure is proposed. The finite sample behaviour of the smoothness test is demonstrated in a numerical experiment in case of determination if a density function is continues or discontinues.

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Cited in

(3)

• Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets
• A hyperelliptic smoothness test. I
• Testing the regularity of a smooth signal

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