The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
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Publication:2938313
Recommendations
- Beyond HC: more sensitive tests for rare/weak alternatives
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
- Higher criticism for detecting sparse heterogeneous mixtures.
- Higher criticism for large-scale inference, especially for rare and weak effects
Cites work
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Calculation of noncrossing probabilities for Poisson processes and its corollaries.
- Crossing probabilities for a square root boundary by a bessel process
- Empirical Processes with Applications to Statistics
- Estimation and confidence sets for sparse normal mixtures
- Feature selection by higher criticism thresholding achieves the optimal phase diagram
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
- Goodness-of-fit tests via phi-divergences
- Higher criticism for detecting sparse heterogeneous mixtures.
- Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
- Innovated higher criticism for detecting sparse signals in correlated noise
- Optimal detection of heterogeneous and heteroscedastic mixtures
- Properties of higher criticism under strong dependence
- Some problems of hypothesis testing leading to infinitely divisible distributions
- The asymptotic distribution of the suprema of the standardized empirical processes
- The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
- Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes
Cited in
(14)- The impossibility region for detecting sparse mixtures using the higher criticism
- One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
- Asymptotics of goodness-of-fit tests based on minimum p-value statistics
- Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
- Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
- Higher criticism: \(p\)-values and criticism
- Signal detection via Phi-divergences for general mixtures
- On the asymptotics of a normal beta-transformed empirical process
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
- High precision implementation of Steck's recursion method for use in goodness-of-fit tests
- On the exact Berk-Jones statistics and their \(p\)-value calculation
- Efficient calculation of the joint distribution of order statistics
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
- Beyond HC: more sensitive tests for rare/weak alternatives
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