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)).
@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/