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June 2010 Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
Weidong Liu, Qi-Man Shao
Ann. Statist. 38(3): 1913-1935 (June 2010). DOI: 10.1214/09-AOS774

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)).

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Weidong Liu. Qi-Man Shao. "Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series." Ann. Statist. 38 (3) 1913 - 1935, June 2010. https://doi.org/10.1214/09-AOS774

Information

Published: June 2010
First available in Project Euclid: 14 April 2010

zbMATH: 1272.68116
MathSciNet: MR2662363
Digital Object Identifier: 10.1214/09-AOS774

Subjects:
Primary: 60F05 , 62H15
Secondary: 60F10 , 62H10

Keywords: Moderate deviation , periodogram , simultaneous tests

Rights: Copyright © 2010 Institute of Mathematical Statistics

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Vol.38 • No. 3 • June 2010
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