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Adaptive minimax testing for circular convolution
- Publication Year :
- 2020
-
Abstract
- Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing procedures using a projection approach. The structure of the optimal tests depends on regularity and ill-posedness parameters of the model, which are unknown in practice. Therefore, adaptive testing strategies that perform optimally over a wide range of regularity and ill-posedness classes simultaneously are investigated. Considering a multiple testing procedure, we obtain adaptive i.e. assumption-free procedures and analyse their performance. Compared with the non-adaptive tests, their radii of testing face a deterioration by a log-factor. We show that for testing of uniformity this loss is unavoidable by providing a lower bound. The results are illustrated considering Sobolev spaces and ordinary or super smooth error densities.
- Subjects :
- Mathematics - Statistics Theory
62G10 (Primary) 62C20 (Secondary)
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2007.06388
- Document Type :
- Working Paper