Innovated higher criticism for detecting sparse signals in correlated noise
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Publication:90256
DOI10.1214/09-aos764zbMath1189.62080arXiv0902.3837MaRDI QIDQ90256
Peter Hall, Jiashun Jin, Hall, Peter, Jiashun Jin
Publication date: 1 June 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.3837
Cholesky factorization; Toeplitz matrix; empirical process; spectral density; innovation; multiple hypothesis testing; adding noise; sparse normal means
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