Optimal Detection of Heterogeneous and Heteroscedastic Mixtures

DOI10.1111/j.1467-9868.2011.00778.xzbMath1228.62020MaRDI QIDQ3107196

T. Tony Cai, Jiashun Jin, X. Jessie Jeng

Publication date: 21 December 2011

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.00778.x

zbMATH Keywords

likelihood ratio test; sparsity; higher criticism; detection boundary; optimal adaptivity

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

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