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arXiv · 0908.1145

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
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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 $G=\exp(o(n^{1/3}))$.

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BibTeXRIS

Weidong Liu, Qi Man Shao. 2009-08-10. Cramér Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series. https://arxiv.org/abs/0908.1145

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