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August 2010 Order thresholding
Min Hee Kim, Michael G. Akritas
Ann. Statist. 38(4): 2314-2350 (August 2010). DOI: 10.1214/09-AOS782

Abstract

A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of the threshold parameter. This results in improved power over the soft and hard thresholding methods. Moreover, order thresholding is not restricted to the normal distribution. An extension of the basic order threshold statistic to high-dimensional ANOVA is presented. The performance of the basic order threshold statistic and its extension is evaluated with extensive simulations.

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Min Hee Kim. Michael G. Akritas. "Order thresholding." Ann. Statist. 38 (4) 2314 - 2350, August 2010. https://doi.org/10.1214/09-AOS782

Information

Published: August 2010
First available in Project Euclid: 11 July 2010

zbMATH: 1202.62035
MathSciNet: MR2676891
Digital Object Identifier: 10.1214/09-AOS782

Subjects:
Primary: 62F05 , 62G30
Secondary: 62K15

Keywords: HANOVA , Hard thresholding , high-dimensional alternatives , linear combinations of order statistics , Simes procedure , testing

Rights: Copyright © 2010 Institute of Mathematical Statistics

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Vol.38 • No. 4 • August 2010
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