ORDER THRESHOLDING

• 成果类型: Article
• 署名作者: Kim, Min Hee; Akritas, Michael G.
• 署名单位: Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/09-AOS782
• 发表日期: 2010
• 页码: 2314-2350
• 关键词: asymptotic-distribution; linear combinations; of-fit; statistics; shrinkage; tests

摘要

A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of the threshold parameter. This results in improved power over the soft and hard thresholding methods. Moreover, order thresholding is not restricted to the normal distribution. An extension of the basic order threshold statistic to high-dimensional ANOVA is presented. The performance of the basic order threshold statistic and its extension is evaluated with extensive simulations.