Cramér Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series

Details Cramér Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series Cramér Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series

2009-08-10

arxiv.org/abs/0908.1145v1

Mathematics

Probability

Some constants in Lemma 4.1 are specified. Other context remains the same

Scientific paper

In this paper, Cram\'{e}r 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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