Nonparametric hypothesis testing for intensity of the Poisson process

DOI10.3103/S1066530707030039zbMath1231.62081MaRDI QIDQ734527

Yuri I. Ingster, Yury A. Kutoyants

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

goodness-of-fit testsnonparametric alternatives

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (13)

Concentration inequalities, counting processes and adaptive statistics ⋮ Estimating linear functionals of a sparse family of Poisson means ⋮ The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach ⋮ On consistent hypothesis testing ⋮ Goodness-of-fit tests for perturbed dynamical systems ⋮ Adaptive tests of homogeneity for a Poisson process ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ To the memory of Yu. I. Ingster ⋮ Minimax goodness-of-fit testing in multivariate nonparametric regression ⋮ Power Loss for Inhomogeneous Poisson Processes ⋮ On the goodness-of-fit testing for ergodic diffusion processes ⋮ A model of Poissonian interactions and detection of dependence ⋮ Curve registration by nonparametric goodness-of-fit testing

Cites Work

• Unnamed Item
• Minimax nonparametric detection of signals in white Gaussian noise
• An introduction to the theory of point processes
• Statistical inference for spatial Poisson processes
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Asymptotic equivalence of density estimation and Gaussian white noise
• Weak convergence and empirical processes. With applications to statistics
• Hypotheses Testing: Poisson Versus Self-exciting
• Testing the hypothesis that a point is Poisson
• On Asymptotic Minimaxity of Kernel-based Tests
• Minimax Detection of a Signal In a Gaussian White Noise

This page was built for publication: Nonparametric hypothesis testing for intensity of the Poisson process