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

被引：15
|
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
收藏
页码：1913 / 1935
页数：23
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