Multiscale inference for a multivariate density with applications to X-ray astronomy

Annals of the Institute of Statistical Mathematics, pp. 647-689, 2018.

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Abstract:

In this paper, we propose methods for inference of the geometric features of a multivariate density. Our approach uses multiscale tests for the monotonicity of the density at arbitrary points in arbitrary directions. In particular, a significance test for a mode at a specific point is constructed. Moreover, we develop multiscale methods f...More

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