Some problems of hypothesis testing leading to infinitely divisible distributions

zbMATH Open0878.62005MaRDI QIDQ1361117FDOQ1361117

Authors: Yuri I. Ingster 

Publication date: 5 January 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

infinitely divisible distributionsasymptotics of error probabilitiesBayesian hypotheses testingminimax hypotheses testing

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Bayesian inference (62F15) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Cited In (58)

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• Higher criticism for detecting sparse heterogeneous mixtures.
• Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals
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• Statistical and computational limits for sparse matrix detection
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• Optimal detection of heterogeneous and heteroscedastic mixtures
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• Optimal detection of weak positive latent dependence between two sequences of multiple tests
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• On the exact Berk-Jones statistics and their \(p\)-value calculation
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• Detection of sparse additive functions
• Signal detection via Phi-divergences for general mixtures
• Detection of a sparse submatrix of a high-dimensional noisy matrix
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• The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
• Detection boundary for a sparse gamma scale mixture model
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• On the power of some sequential multiple testing procedures
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• To the memory of Yu. I. Ingster
• Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance
• Innovated higher criticism for detecting sparse signals in correlated noise
• Adaptive threshold-based classification of sparse high-dimensional data
• Nonparametric detection for univariate and functional data
• Higher criticism for large-scale inference, especially for rare and weak effects
• Detection of sparse positive dependence
• Optimal detection of multi-sample aligned sparse signals
• Sharp optimality for high-dimensional covariance testing under sparse signals
• Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
• Testing equivalence of clustering
• Detectability of nonparametric signals: higher criticism versus likelihood ratio
• Detection of sparse mixtures: higher criticism and scan statistic
• Statistical proof? The problem of irreproducibility
• Statistical limits of sparse mixture detection
• The sparse Poisson means model

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