Nonparametric Hypothesis Testing for Intensity of the Poisson Process

被引：7

作者：

Ingster, Yu. I. ^{[1
]}

Kutoyants, Yu. A. ^{[2
]}

机构：

[1] St Petersburg State Electrotech Univ, Dept Math 2, St Petersburg, Russia

[2] Univ Maine, Lab Stat & Proc, Orono, ME 04469 USA

来源：

MATHEMATICAL METHODS OF STATISTICS | 2007年 / 16卷 / 03期

基金：

俄罗斯基础研究基金会;

关键词：

Poisson process; hypotheses testing; goodness-of-fit tests; nonparametric alternatives;

D O I：

10.3103/S1066530707030039

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a goodness-of-fit test for the hypothesis that the observed Poisson point process has a given periodic intensity function against a nonparametric close alternative of known smoothness. We obtain rate and sharp asymptotics for the errors in the minimax setup.

引用

页码：217 / 245

页数：29

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