A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
From MaRDI portal
Publication:1952452
DOI10.1214/12-AOS1082zbMath1347.62032arXiv1304.2180OpenAlexW1984216002MaRDI QIDQ1952452
Publication date: 30 May 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.2180
FDRCramér moderate deviationgene selectionglobal testsHotelling's \(T^{2}\)-statisticbrain structuresimultaneous hypothesis tests
Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Large deviations (60F10)
Related Items
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean, Self-normalized Cramér-type moderate deviations under dependence, Moderate deviations and nonparametric inference for monotone functions, Self-normalization: taming a wild population in a heavy-tailed world, Unnamed Item, Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications, Self-normalized Cramér type moderate deviations for stationary sequences and applications, A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression, Stein's method for nonlinear statistics: a brief survey and recent progress, A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests, Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process, Higher criticism for large-scale inference, especially for rare and weak effects
Cites Work
- Unnamed Item
- Innovated higher criticism for detecting sparse signals in correlated noise
- Strong approximations of level exceedences related to multiple hypothesis testing
- Berry-Esseen type estimates for large deviation probabilities
- On maxima of periodograms of stationary processes
- Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- Two moments suffice for Poisson approximations: The Chen-Stein method
- A Cramér type large deviation result for Student's \(t\)-statistic
- Self-normalized Cramér-type large deviations for independent random variables.
- The detection of local shape changes via the geometry of Hotelling's \(T^2\) fields
- Higher criticism for detecting sparse heterogeneous mixtures.
- A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- A two-sample test for high-dimensional data with applications to gene-set testing
- Large and moderate deviations for Hotelling's \(T^2\)-statistic
- Random fields of multivariate test statistics, with applications to shape analysis
- Self-Normalized Processes
- To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?