Voir la notice de l'article provenant de la source Numdam
We propose a test of a qualitative hypothesis on the mean of a -gaussian vector. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on the alternative. The properties of the test are non-asymptotic. For testing positivity or monotonicity, we establish separation rates with respect to the euclidean distance, over subsets of which are related to Hölderian balls in functional spaces. We provide a simulation study in order to evaluate the procedure when the purpose is to test monotonicity in a functional regression model and to check the robustness of the procedure to non-gaussian errors.
@article{PS_2003__7__147_0,
author = {Baraud, Yannick and Huet, Sylvie and Laurent, B\'eatrice},
title = {Adaptive tests of qualitative hypotheses},
journal = {ESAIM: Probability and Statistics},
pages = {147--159},
publisher = {EDP-Sciences},
volume = {7},
year = {2003},
doi = {10.1051/ps:2003006},
mrnumber = {1956076},
zbl = {1014.62052},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2003006/}
}
TY - JOUR AU - Baraud, Yannick AU - Huet, Sylvie AU - Laurent, Béatrice TI - Adaptive tests of qualitative hypotheses JO - ESAIM: Probability and Statistics PY - 2003 SP - 147 EP - 159 VL - 7 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps:2003006/ DO - 10.1051/ps:2003006 LA - en ID - PS_2003__7__147_0 ER -
%0 Journal Article %A Baraud, Yannick %A Huet, Sylvie %A Laurent, Béatrice %T Adaptive tests of qualitative hypotheses %J ESAIM: Probability and Statistics %D 2003 %P 147-159 %V 7 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps:2003006/ %R 10.1051/ps:2003006 %G en %F PS_2003__7__147_0
Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice. Adaptive tests of qualitative hypotheses. ESAIM: Probability and Statistics, Tome 7 (2003), pp. 147-159. doi: 10.1051/ps:2003006
Cité par Sources :