The sparse variance contamination model

DOI10.1080/02331888.2020.1823394zbMath1468.62277arXiv1807.10785OpenAlexW3087991625MaRDI QIDQ4999854

Rong Huang, Ery Arias-Castro

Publication date: 2 July 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.10785

zbMATH Keywords

likelihood ratio testGaussian mixtureschange in variancehigher criticism test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian problems; characterization of Bayes procedures (62C10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Paired and multiple comparisons; multiple testing (62J15)

Related Items (4)

Detection boundary for a sparse gamma scale mixture model ⋮ Detecting sparse heterogeneous mixtures in a two-sample problem ⋮ Semiparametric density testing in the contamination model ⋮ Detection of sparse positive dependence

Cites Work

• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Higher criticism for detecting sparse heterogeneous mixtures.
• Optimal Detection of Sparse Mixtures Against a Given Null Distribution
• Optimal Detection of Heterogeneous and Heteroscedastic Mixtures
• Testing Statistical Hypotheses
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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