Beyond HC: more sensitive tests for rare/weak alternatives

DOI10.1214/19-AOS1885zbMATH Open1471.62264OpenAlexW3049649194MaRDI QIDQ2215733FDOQ2215733

Authors: Yanyan Li 

Publication date: 14 December 2020

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1597370671

Recommendations

• The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
• Higher criticism for large-scale inference, especially for rare and weak effects
• Higher criticism for detecting sparse heterogeneous mixtures.
• Detectability of nonparametric signals: higher criticism versus likelihood ratio
• Higher criticism: \(p\)-values and criticism

zbMATH Keywords

mixture modelmultiple comparisonssparse normal meansphi-divergencehigher criticism (HC)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Title not available (Why is that?)
• Weighted empirical and quantile processes
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
• Higher criticism for detecting sparse heterogeneous mixtures.
• Goodness-of-fit tests via phi-divergences
• Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
• On the Distribution of the Likelihood Ratio
• A limit theorem for the maximum of normalized sums of independent random variables
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• Extremal theory for stochastic processes
• Asymptotics for the likelihood ratio test in a two-component normal mixture model
• Higher criticism: \(p\)-values and criticism
• Higher criticism for large-scale inference, especially for rare and weak effects
• Optimal detection of heterogeneous and heteroscedastic mixtures
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• On convergence rates of suprema
• The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
• Asymptotics of goodness-of-fit tests based on minimum p-value statistics
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• Adaptive detection of a signal of growing dimension. II
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• Goodness-of-fit tests based on sup-functionals of weighted empirical processes

Cited In (10)

• The average likelihood ratio for large-scale multiple testing and detecting sparse mixtures
• Higher criticism for detecting sparse heterogeneous mixtures.
• Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
• Higher criticism: \(p\)-values and criticism
• The impossibility region for detecting sparse mixtures using the higher criticism
• 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
• Rare and weak effects in large-scale inference: methods and phase diagrams
• Higher criticism for large-scale inference, especially for rare and weak effects
• Detectability of nonparametric signals: higher criticism versus likelihood ratio

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