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Adaptive hypothesis testing using wavelets

Published in The Annals of Statistics • Dec 1, 1996
NobleIDNI6P458W690R073S782
Authors:
Vladimir Spokoiny

Abstract

Let a function f be observed with a noise. We wish to test the null hypothesis that the function is identically zero, against a composite nonparametric alternative: functions from the alternative set are separated away from zero in an integral (e.g., $L_2$) norm and also possess some smoothness prop...

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