Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism

DOI10.1214/11-AOS910zbMath1231.62136arXiv1007.1434MaRDI QIDQ661170

Emmanuel J. Candès, Ery Arias-Castro, Yaniv Plan

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1434

zbMATH Keywords

random matrices; analysis of variance; higher criticism; compressive sensing; minimax detection; incoherence; detecting sparse signals; suprema of Gaussian processes

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

94A13: Detection theory in information and communication theory

15B52: Random matrices (algebraic aspects)

62J10: Analysis of variance and covariance (ANOVA)

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