Robust test for detecting a signal in a high dimensional sparse normal vector

DOI10.1016/J.JSPI.2011.12.025MaRDI QIDQ434546zbMATH OpenOpenAlexFDO

Authors Eitan Greenshtein, Junyong Park

Publication date 16 July 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.12.025

zbMATH Keywords

sparsityAnderson-Darling testrobust testhigh-dimensional vector

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30)

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• Higher criticism for detecting sparse heterogeneous mixtures.
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• On the estimation of extreme tail probabilities
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• To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?

Cited in

(10)

• Overparameterized maximum likelihood tests for detection of sparse vectors
• A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm
• Detecting weak signals in high dimensions
• Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests
• Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
• False discovery rate based on extreme values in high dimension
• Signal detection in high dimension: the multispiked case
• Intermediate efficiency of some weighted goodness-of-fit statistics
• Sign-based test for mean vector in high-dimensional and sparse settings
• Higher criticism for large-scale inference, especially for rare and weak effects

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