Properties of higher criticism under strong dependence

DOI10.1214/009053607000000767zbMath1139.62049arXiv0803.2095OpenAlexW2003702553MaRDI QIDQ2477065

Jiashun Jin, Hall, Peter

Publication date: 12 March 2008

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

Full work available at URL: https://arxiv.org/abs/0803.2095

zbMATH Keywords

correlationGaussian processessignal detectiondependent datasparsitysimultaneous hypothesis testingfaint information

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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