Goodness-of-fit testing strategies from indirect observations

被引:2
作者
Loubes, J. M. [1 ]
Marteau, C. [1 ]
机构
[1] Inst Math Toulouse, F-31077 Toulouse 4, France
关键词
SIGNAL-DETECTION; CONTAMINATED SAMPLE; INVERSE PROBLEMS; MINIMAX RATES; DECONVOLUTION; CONVERGENCE; SELECTION;
D O I
10.1080/10485252.2013.827680
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider in this paper a goodness-of-fit testing problem in a density framework. In particular, we deal with an error-in-variables model where each new incoming observation is gathered with a random independent error. It is well known that in such a situation, we are faced with an inverse (deconvolution) problem. Nevertheless, following recent results in the Gaussian white noise model, we prove that using procedures containing a deconvolution step is not always necessary. © 2013 © 2013 American Statistical Association and Taylor & Francis.
引用
收藏
页码:85 / 99
页数:15
相关论文
共 20 条
  • [1] Baraud Y, 2003, ANN STAT, V31, P225
  • [2] Baraud Y, 2002, BERNOULLI, V8, P577
  • [3] Convergence rates of general regularization methods for statistical inverse problems and applications
    Bissantz, N.
    Hohage, T.
    Munk, A.
    Ruymgaart, F.
    [J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 2007, 45 (06) : 2610 - 2636
  • [4] Testing for lack of fit in inverse regression-with applications to biophotonic imaging
    Bissantz, Nicolai
    Claeskens, Gerda
    Holzmann, Hajo
    Munk, Axel
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2009, 71 : 25 - 48
  • [5] Sharp optimality in density deconvolution with dominating bias. I
    Butucea, C.
    Tsybakov, A. B.
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2008, 52 (01) : 24 - 39
  • [6] Goodness-of-fit testing and quadratic functional estimation from indirect observations
    Butucea, Cristina
    [J]. ANNALS OF STATISTICS, 2007, 35 (05) : 1907 - 1930
  • [7] Adaptive goodness-of-fit testing from indirect observations
    Butucea, Cristina
    Matias, Catherine
    Pouet, Christophe
    [J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2009, 45 (02): : 352 - 372
  • [8] Nonparametric statistical inverse problems
    Cavalier, L.
    [J]. INVERSE PROBLEMS, 2008, 24 (03)
  • [9] Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
    Delaigle, A
    Gijbels, I
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2004, 56 (01) : 19 - 47
  • [10] Engl H. W., 1996, REGULARIZATION INVER