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	TESTS ALTERNATIVE TO HIGHER CRITICISM FOR HIGH-DIMENSIONAL MEANS UNDER SPARSITY AND COLUMN-WISE DEPENDENCE
	Zhong, Ping-Shou ; Chen, Song Xi ; Xu, Minya
	2013
关键词	Large deviation large p small n optimal detection boundary sparse signal thresholding weak dependence CENTRAL LIMIT-THEOREMS MIXTURES
英文摘要	We consider two alternative tests to the Higher Criticism test of Donoho and Jin [Ann. Statist. 32 (2004) 962-994] for high-dimensional means under the sparsity of the nonzero means for sub-Gaussian distributed data with unknown column-wise dependence. The two alternative test statistics are constructed by first thresholding L-1 and L-2 statistics based on the sample means, respectively, followed by maximizing over a range of thresholding levels to make the tests adaptive to the unknown signal strength and sparsity. The two alternative tests can attain the same detection boundary of the Higher Criticism test in [Ann. Statist. 32 (2004) 962-994] which was established for uncorrelated Gaussian data. It is demonstrated that the maximal L-2-thresholding test is at least as powerful as the maximal L-1-thresholding test, and both the maximal L-2 and L-1-thresholding tests are at least as powerful as the Higher Criticism test.; Statistics & Probability; SCI(E); 1; ARTICLE; 6; 2820-2851; 41
语种	英语
出处	SCI
出版者	统计学纪事
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/390684]
专题	数学科学学院
推荐引用方式 GB/T 7714	Zhong, Ping-Shou,Chen, Song Xi,Xu, Minya. TESTS ALTERNATIVE TO HIGHER CRITICISM FOR HIGH-DIMENSIONAL MEANS UNDER SPARSITY AND COLUMN-WISE DEPENDENCE. 2013-01-01.

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