Mathematics – Statistics Theory
Scientific paper
2005-04-25
Annals of Statistics 2005, Vol. 33, No. 1, 214-257
Mathematics
Statistics Theory
Published at http://dx.doi.org/10.1214/009053604000000896 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst
Scientific paper
10.1214/009053604000000896
In this paper we propose a general methodology, based on multiple testing, for testing that the mean of a Gaussian vector in R^n belongs to a convex set. We show that the test achieves its nominal level, and characterize a class of vectors over which the tests achieve a prescribed power. In the functional regression model this general methodology is applied to test some qualitative hypotheses on the regression function. For example, we test that the regression function is positive, increasing, convex, or more generally, satisfies a differential inequality. Uniform separation rates over classes of smooth functions are established and a comparison with other results in the literature is provided. A simulation study evaluates some of the procedures for testing monotonicity.
Baraud Yannick
Huet Sylvie
Laurent Béatrice
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