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

• 成果类型: Article
• 署名作者: Liu, Weidong; Shao, Qi-Man
• 署名单位: Hong Kong University of Science & Technology
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/09-AOS774
• 发表日期: 2010
• 页码: 1913-1935
• 关键词: stationary-processes; students-t; sequence

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))).