Skip Navigation

Biometrika 1991 78(2):253-262; doi:10.1093/biomet/78.2.253
© 1991 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by BUCKLEY, M. J.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Detecting a smooth signal: Optimality of cusum based procedures

M. J. BUCKLEY

CSIRO Division of Mathematics and Statistics Lindfield 2070 NSW, Australia

Cox et al. (1988) show that under a random smooth function model with signal covariance matrix V, a locally most powerful test for the presence of a nonpolynomial signal is based on the statistic yTVy. We show that if a well-known difference-based roughness measure is used to derive a natural choice for V then this statistic is the sum of squares of a residual cusum sequence. Thus we confirm theoretically the long-held impression that the residual cusum sequence is powerful as a tool for the detection of smooth signal.

Key Words: Cumulative sum • Generalized inverse • Locally most powerful test • Neyman-Pearson Lemma • Nonparametric regression • Roughness penalty • Signal detection • Smoothness prior • Successive differences • Trend detection • von Neumann ratio


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.