Adaptive tests of homogeneity for a Poisson process [article]

M. Fromont, B. Laurent, P. Reynaud-Bouret
2009 arXiv   pre-print
We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in L^2 norm over classical Besov bodies and weak Besov bodies. Surprisingly, the obtained lower bounds over weak Besov bodies coincide with the minimax estimation rates over such classes. Then we construct non asymptotic and nonparametric testing procedures that are adaptive in the sense that they achieve, up to a possible
more » ... thmic factor, the optimal uniform separation rates over various Besov bodies simultaneously. These procedures are based on model selection and thresholding methods. We finally complete our theoretical study with a Monte Carlo evaluation of the power of our tests under various alternatives.
arXiv:0905.0989v1 fatcat:dxyhzy2ghnhrrcsowjv4uirbry