Properties of higher criticism under strong dependence

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

Hall, Peter, Jiashun Jin

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

correlation; Gaussian processes; signal detection; dependent data; sparsity; simultaneous hypothesis testing; faint information

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G15: Gaussian processes

94A12: Signal theory (characterization, reconstruction, filtering, etc.)