On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502)
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scientific article; zbMATH DE number 6543271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing |
scientific article; zbMATH DE number 6543271 |
Statements
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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