Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism

Article, Preprint, Other literature type English OPEN
Arias-Castro, Ery; Candès, Emmanuel J.; Plan, Yaniv;
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Related identifiers: doi: 10.1214/11-AOS910
  • Subject: incoherence | random matrices | Mathematics - Statistics Theory | analysis of variance | 94A13 | Statistics - Methodology | minimax detection | 62G20 | higher criticism | 62G10 | suprema of Gaussian processes | compressive sensing | Detecting a sparse signal

Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of variance (ANOVA). We study this problem under the assumption that the coeffic... View more
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