CRAMER-TYPE MODERATE DEVIATION FOR THE MAXIMUM OF THE PERIODOGRAM WITH APPLICATION TO SIMULTANEOUS TESTS IN GENE EXPRESSION TIME SERIES

被引：16

作者：

Liu, Weidong ^{[1
]}

Shao, Qi-Man ^{[1
]}

机构：

[1] Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China

来源：

ANNALS OF STATISTICS | 2010年 / 38卷 / 03期

关键词：

Moderate deviation; periodogram; simultaneous tests; STATIONARY-PROCESSES; STUDENTS-T; SEQUENCE;

D O I：

10.1214/09-AOS774

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, Cramer-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 C and the sample size n satisfy G = exp(o(n(1/3))).

引用

页码：1913 / 1935

页数：23

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