Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

Authors
Liu, Weidong Shao, Qi-Man
Citation
Liu, Weidong et Shao, Qi-man, Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series, Annals of statistics , 48(6), 2020, pp. 1913-1935
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
48
Issue
6
Year of publication
2020
Pages
1913 - 1935
Database
ACNP
SICI code
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)).