The average likelihood ratio for large-scale multiple testing and detecting sparse mixtures

DOI10.1214/12-IMSCOLL923zbMath1356.62095arXiv1111.0328MaRDI QIDQ5499697

Guenther Walther

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.0328

zbMATH Keywords

higher criticismaverage likelihood ratiosparse mixtureBerk-Jones statisticasymptotic optimality theorylog-likelihood ratio transformation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Paired and multiple comparisons; multiple testing (62J15)

Related Items (7)

On the exact Berk-Jones statistics and their \(p\)-value calculation ⋮ Large-scale inference with block structure ⋮ Optimal detection of multi-sample aligned sparse signals ⋮ Beyond HC: more sensitive tests for rare/weak alternatives ⋮ Genetic Variant Set-Based Tests Using the Generalized Berk–Jones Statistic With Application to a Genome-Wide Association Study of Breast Cancer ⋮ Higher criticism: \(p\)-values and criticism ⋮ Higher criticism for large-scale inference, especially for rare and weak effects

This page was built for publication: The average likelihood ratio for large-scale multiple testing and detecting sparse mixtures