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

DOI10.1016/J.JSPI.2011.12.025zbMATH Open1428.62176OpenAlexW2084991174MaRDI QIDQ434546FDOQ434546

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

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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)

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
• Higher criticism for detecting sparse heterogeneous mixtures.
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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• Large-Scale Simultaneous Hypothesis Testing
• Empirical Bayes Analysis of a Microarray Experiment
• A simple general approach to inference about the tail of a distribution
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
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• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
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• On the estimation of extreme tail probabilities

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
• Intermediate efficiency of some weighted goodness-of-fit statistics
• Signal detection in high dimension: the multispiked case
• 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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