The Annals of Statistics

Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

Weidong Liu and Qi-Man Shao

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Abstract

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 information

Source
Ann. Statist., Volume 38, Number 3 (2010), 1913-1935.

Dates
First available in Project Euclid: 14 April 2010

Permanent link to this document
https://projecteuclid.org/euclid.aos/1271271282

Digital Object Identifier
doi:10.1214/09-AOS774

Mathematical Reviews number (MathSciNet)
MR2662363

Zentralblatt MATH identifier
1272.68116

Subjects
Primary: 60F05: Central limit and other weak theorems 62H15: Hypothesis testing
Secondary: 60F10: Large deviations 62H10: Distribution of statistics

Keywords
Moderate deviation periodogram simultaneous tests

Citation

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. 38 (2010), no. 3, 1913--1935. doi:10.1214/09-AOS774. https://projecteuclid.org/euclid.aos/1271271282


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