Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
Liu, Weidong ; Shao, Qi-Man
Ann. Statist., Tome 38 (2010) no. 1, p. 1913-1935 / Harvested from Project Euclid
In this paper, Cramér-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(n1/3)).
Publié le : 2010-06-15
Classification:  Moderate deviation,  periodogram,  simultaneous tests,  60F05,  62H15,  60F10,  62H10
@article{1271271282,
     author = {Liu, Weidong and Shao, Qi-Man},
     title = {Cram\'er-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series},
     journal = {Ann. Statist.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 1913-1935},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1271271282}
}
Liu, Weidong; Shao, Qi-Man. Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Ann. Statist., Tome 38 (2010) no. 1, pp.  1913-1935. http://gdmltest.u-ga.fr/item/1271271282/