Robust test for detecting a signal in a high dimensional sparse normal vector

DOI10.1016/j.jspi.2011.12.025zbMath1428.62176OpenAlexW2084991174MaRDI QIDQ434546

Eitan Greenshtein, Junyong Park

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.025

zbMATH Keywords

sparsityAnderson-Darling testrobust testhigh-dimensional vector

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30)

Related Items

False Discovery Rate Based on Extreme Values in High Dimension ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ Higher criticism for large-scale inference, especially for rare and weak effects

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