首页    期刊浏览 2024年11月26日 星期二
登录注册

文章基本信息

  • 标题:Multiscale inference for multivariate deconvolution
  • 本地全文:下载
  • 作者:Konstantin Eckle ; Nicolai Bissantz ; Holger Dette
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2017
  • 卷号:11
  • 期号:2
  • 页码:4179-4219
  • DOI:10.1214/17-EJS1355
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:In this paper we provide new methodology for inference of the geometric features of a multivariate density in deconvolution. Our approach is based on multiscale tests to detect significant directional derivatives of the unknown density at arbitrary points in arbitrary directions. The multiscale method is used to identify regions of monotonicity and to construct a general procedure for the detection of modes of the multivariate density. Moreover, as an important application a significance test for the presence of a local maximum at a pre-specified point is proposed. The performance of the new methods is investigated from a theoretical point of view and the finite sample properties are illustrated by means of a small simulation study.
  • 关键词:Deconvolution;modes;multivariate density;mul tiple tests;Gaussian approximation.
国家哲学社会科学文献中心版权所有