Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
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Publication:2443204
DOI10.1214/13-AOS1168zbMath1294.62128arXiv1312.5103MaRDI QIDQ2443204
Minya Xu, Song Xi Chen, Ping-Shou Zhong
Publication date: 4 April 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5103
large deviationthresholdingweak dependencesparse signallarge \(p\)small \(n\)optimal detection boundary
Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)
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