Order thresholding

DOI10.1214/09-AOS782MaRDI QIDQ988008zbMATH OpenFDO

Authors Michael G. Akritas, Minhee Kim

Publication date 24 August 2010

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

Full work available at URL https://arxiv.org/abs/1010.4123

zbMATH Keywords

testinghard thresholdinglinear combinations of order statisticsHANOVAhigh-dimensional alternativesSimes procedure

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Analysis of variance and covariance (ANOVA) (62J10) Factorial statistical designs (62K15) Order statistics; empirical distribution functions (62G30)

Abstract: A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of the threshold parameter. This results in improved power over the soft and hard thresholding methods. Moreover, order thresholding is not restricted to the normal distribution. An extension of the basic order threshold statistic to high-dimensional ANOVA is presented. The performance of the basic order threshold statistic and its extension is evaluated with extensive simulations.

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Cited in

(7)

• Different thresholding methods on Nearest Shrunken Centroid algorithm
• Goodness-of-fit testing: the thresholding approach
• Order thresholding
• Hot-spots detection in count data by Poisson assisted smooth sparse tensor decomposition
• Order-dependent thresholding with applications to regression splines
• Power boosting: fusion of multiple test statistics via resampling
• A new Bayesian wavelet thresholding estimator of nonparametric regression

Describes a project that uses

Uses Software

• EBayesThresh

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