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

DOI10.1214/11-AOS910zbMath1231.62136arXiv1007.1434OpenAlexW2049704395MaRDI 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

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Detection theory in information and communication theory (94A13) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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