Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

DOI10.1214/09-AOS774zbMath1202.62127arXiv0908.1145OpenAlexW2963892091MaRDI QIDQ973889

Qui-Man Shao, Wei-Dong Liu

Publication date: 26 May 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1145

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) Biochemistry, molecular biology (92C40) Large deviations (60F10)

Related Items (11)

LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing ⋮ Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean ⋮ Moderate deviations and nonparametric inference for monotone functions ⋮ Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra ⋮ Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications ⋮ Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process ⋮ StarTrek: combinatorial variable selection with false discovery rate control ⋮ A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests ⋮ Covariance matrix estimation for stationary time series ⋮ Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process ⋮ A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing

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