Innovated higher criticism for detecting sparse signals in correlated noise

DOI10.1214/09-aos764zbMath1189.62080arXiv0902.3837OpenAlexW3099354396MaRDI QIDQ90256

Peter Hall, Jiashun Jin, Jiashun Jin, Hall, Peter

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

zbMATH Keywords

Cholesky factorization Toeplitz matrix empirical process spectral density innovation multiple hypothesis testing adding noise sparse normal means

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

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