Optimal Detection of Heterogeneous and Heteroscedastic Mixtures
From MaRDI portal
Publication:3107196
DOI10.1111/j.1467-9868.2011.00778.xzbMath1228.62020MaRDI QIDQ3107196
T. Tony Cai, Jiashun Jin, X. Jessie Jeng
Publication date: 21 December 2011
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.00778.x
Related Items
Cites Work
- Innovated higher criticism for detecting sparse signals in correlated noise
- The Adaptive Lasso and Its Oracle Properties
- UPS delivers optimal phase diagram in high-dimensional variable selection
- Some problems of hypothesis testing leading to infinitely divisible distributions
- Minimax detection of a signal for \(l^ n\)-balls.
- Higher criticism for detecting sparse heterogeneous mixtures.
- Goodness-of-fit tests via phi-divergences
- Estimation and confidence sets for sparse normal mixtures
- Properties of higher criticism under strong dependence
- High-dimensional graphs and variable selection with the Lasso
- Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
- Sample size and power analysis for sparse signal recovery in genome-wide association studies
- Impossibility of successful classification when useful features are rare and weak
- Empirical Processes with Applications to Statistics
- Feature selection by higher criticism thresholding achieves the optimal phase diagram
- Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- On a Problem of Signal Detection Leading to Stable Distributions
- All of Nonparametric Statistics