Bounding the maximum of dependent random variables

DOI10.1214/14-EJS974zbMath1310.60016arXiv1312.1207MaRDI QIDQ489171

J. A. Hartigan

Publication date: 27 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1207

zbMATH Keywords

likelihood ratio testexponential family mixturesmaxima of Gaussian processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (6)

A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions ⋮ Specification testing with estimated variables ⋮ Predictor ranking and false discovery proportion control in high-dimensional regression ⋮ Consistent estimation of high-dimensional factor models when the factor number is over-estimated ⋮ Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging ⋮ Testing subspace restrictions in the presence of high dimensional nuisance parameters

Cites Work

• A limit theorem for the maximum of normalized sums of independent random variables
• A lower bound for the smallest singular value of a matrix
• An application of the maximum likelihood test to the change-point problem
• Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
• The likelihood ratio test for a change-point in simple linear regression
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Limit Theorems for the Maximum Term in Stationary Sequences
• The Return Period of Flood Flows
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