Adaptive tests of homogeneity for a Poisson process
From MaRDI portal
Publication:629807
DOI10.1214/10-AIHP367zbMath1207.62161arXiv0905.0989MaRDI QIDQ629807
Magalie Fromont, Béatrice Laurent, Patricia Reynaud-Bouret
Publication date: 10 March 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0905.0989
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)
Related Items (9)
Concentration inequalities, counting processes and adaptive statistics ⋮ The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach ⋮ Bootstrap and permutation tests of independence for point processes ⋮ Weak dependence of point processes and application to second-order statistics† ⋮ Adaptive estimation of intensity in a doubly stochastic Poisson process ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ Non asymptotic minimax rates of testing in signal detection with heterogeneous variances ⋮ Exponential inequalities for the supremum of some counting processes and their square martingales ⋮ A model of Poissonian interactions and detection of dependence
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric hypothesis testing for intensity of the Poisson process
- Nonlinear estimation over weak Besov spaces and minimax Bayes
- Second-order efficient test for inhomogeneous Poisson processes
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Adaptive hypothesis testing using wavelets
- Adaptive tests of linear hypotheses by model selection
- Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities
- Adaptive and spatially adaptive testing of a nonparametric hypothesis.
- Non-asymptotic minimax rates of testing in signal detection
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Adaptive goodness-of-fit tests in a density model
- Nonparametric homogeneity tests
- Hypotheses Testing: Poisson Versus Self-exciting
- Evaluating Tests for Increasing Intensity of a Poisson Process
- Adaptive estimation of a quadratic functional of a density by model selection
- FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model
- Thresholding algorithms, maxisets and well-concentrated bases
This page was built for publication: Adaptive tests of homogeneity for a Poisson process
