On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502): Difference between revisions

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scientific article; zbMATH DE number 6543271
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On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
scientific article; zbMATH DE number 6543271

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    On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (English)
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    22 February 2016
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    empirical distribution function
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    factor model
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    false discovery rate
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    functional central limit theorem
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    functional delta method
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    Gaussian triangular arrays
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    Hermite polynomials
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    sample correlation matrix
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