Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
The Annals of Statistics · 2010 · Volume 38 · Issue 3
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(n1/3)).
Keywords
60F05, 60F10, 62H10, 62H15, Moderate deviation, periodogram, simultaneous tests
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