Robust test for detecting a signal in a high dimensional sparse normal vector
From MaRDI portal
Publication:434546
DOI10.1016/j.jspi.2011.12.025zbMath1428.62176OpenAlexW2084991174MaRDI QIDQ434546
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
Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30)
Related Items
False Discovery Rate Based on Extreme Values in High Dimension ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ Higher criticism for large-scale inference, especially for rare and weak effects
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- Sequential analysis. Tests and confidence intervals
- A simple general approach to inference about the tail of a distribution
- On the estimation of extreme tail probabilities
- Higher criticism for detecting sparse heterogeneous mixtures.
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Empirical Bayes Analysis of a Microarray Experiment
- Large-Scale Simultaneous Hypothesis Testing
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes