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Testing equality of functions under monotonicity constraints
Testing equality of functions monotonicity constraints
2012/9/19
We consider the problem of testing equality of functionsf j: [0,1] →Rfor j =1,2,...,J the basis ofJindependent samples from possibly different distributions under the assumption that the functions are...
Multiscale Methods for Shape Constraints in Deconvolution
Brownian motion convexity di erential inequalities ill-posed problems
2011/7/19
We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity o...
Asymptotically optimal parameter estimation under quantization constraints
Asymptotically quantization constraints parameter estimation
2011/3/18
The problem of decentralized parameter estimation is considered for diffusion-type processes whose drift coefficients are linear with respect to the unknown parameter. This problem is motivated by app...