Innovated higher criticism for detecting sparse signals in correlated noise (Q90256)

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Innovated higher criticism for detecting sparse signals in correlated noise
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    Statements

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    1 June 2010
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    26 May 2010
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    Innovated higher criticism for detecting sparse signals in correlated noise (English)
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    adding noise
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    Cholesky factorization
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    empirical process
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    innovation
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    multiple hypothesis testing
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    sparse normal means
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    spectral density
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    Toeplitz matrix
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