The block criterion for multiscale inference about a density , with applications to other multiscale problems

@inproceedings{Rufibach2010TheBC,
title={The block criterion for multiscale inference about a density , with applications to other multiscale problems},
author={Kaspar Rufibach and Guenther Walther},
year={2010}
}

The use of multiscale statistics, i.e. the simultaneous inference about various stretches of data via multiple localized statistics, is a natural and popular method for inference about e.g. local qualitative characteristics of a regression function, a density, or its hazard rate. We focus on the problem of providing simultaneous confidence statements for the existence of local increases and decreases of a density and address several statistical and computational issues concerning such… CONTINUE READING