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Abstract: We introduce a multiscale test statistic based on local order statistics andspacings that provides simultaneous confidence statements for the existence andlocation of local increases and decreases of a density or a failure rate. Theprocedure provides guaranteed finite-sample significance levels, is easy toimplement and possesses certain asymptotic optimality and adaptivityproperties.



Author: Lutz Duembgen, G√ľnther Walther

Source: https://arxiv.org/







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