Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

DOI10.1214/09-AOS774zbMATH Open1202.62127arXiv0908.1145OpenAlexW2963892091MaRDI QIDQ973889FDOQ973889

Q. M. Shao, Weidong Liu

Publication date: 26 May 2010

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

Abstract: In this paper, Cram'{e}r type moderate deviations for the maximum of the periodogram and its studentized version are derived. The results are then applied to a simultaneous testing problem in gene expression time series. It is shown that the level of the simultaneous tests is accurate provided that the number of genes $G$ and the sample size $n$ satisfy $G=exp(o(n^{1/3}))$.

Full work available at URL: https://arxiv.org/abs/0908.1145

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Large deviations (60F10) Biochemistry, molecular biology (92C40) Inference from stochastic processes and spectral analysis (62M15)

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Cited In (12)

• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
• A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
• Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
• LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing
• Moderate deviations and nonparametric inference for monotone functions
• StarTrek: combinatorial variable selection with false discovery rate control
• Cramér type moderate deviations for the Grenander estimator near the boundaries of the support
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process
• Covariance matrix estimation for stationary time series
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process

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