A novel exact method for significance of higher criticism via Steck's determinant

Jeffrey C. Miecznikowski; Jiefei Wang; Daniel P. Gaile; David L. Tritchler

doi:10.1016/j.spl.2017.07.009

A novel exact method for significance of higher criticism via Steck's determinant

Jeffrey C. Miecznikowski
, Jiefei Wang
, Daniel P. Gaile
, David L. Tritchler

Department of Biostatistics

University at Buffalo

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

In this note we provide a novel straightforward approach to calculating the significance for higher criticism statistics using a general result due to Steck (1971) coined Steck's determinant. This result allows users to directly assess higher criticism significance without the need for simulation or asymptotic results.

Original language	English
Pages (from-to)	105-110
Number of pages	6
Journal	Statistics and Probability Letters
Volume	130
DOIs	https://doi.org/10.1016/j.spl.2017.07.009
State	Published - Nov 2017

Keywords

Higher criticism
Multiple testing
Steck's determinant

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10.1016/j.spl.2017.07.009

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title = "A novel exact method for significance of higher criticism via Steck's determinant",

abstract = "In this note we provide a novel straightforward approach to calculating the significance for higher criticism statistics using a general result due to Steck (1971) coined Steck's determinant. This result allows users to directly assess higher criticism significance without the need for simulation or asymptotic results.",

keywords = "Higher criticism, Multiple testing, Steck's determinant",

author = "Miecznikowski, \{Jeffrey C.\} and Jiefei Wang and Gaile, \{Daniel P.\} and Tritchler, \{David L.\}",

note = "Publisher Copyright: {\textcopyright} 2017 Elsevier B.V.",

year = "2017",

month = nov,

doi = "10.1016/j.spl.2017.07.009",

language = "English",

volume = "130",

pages = "105--110",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

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T1 - A novel exact method for significance of higher criticism via Steck's determinant

AU - Miecznikowski, Jeffrey C.

AU - Wang, Jiefei

AU - Gaile, Daniel P.

AU - Tritchler, David L.

PY - 2017/11

Y1 - 2017/11

N2 - In this note we provide a novel straightforward approach to calculating the significance for higher criticism statistics using a general result due to Steck (1971) coined Steck's determinant. This result allows users to directly assess higher criticism significance without the need for simulation or asymptotic results.

AB - In this note we provide a novel straightforward approach to calculating the significance for higher criticism statistics using a general result due to Steck (1971) coined Steck's determinant. This result allows users to directly assess higher criticism significance without the need for simulation or asymptotic results.

KW - Higher criticism

KW - Multiple testing

KW - Steck's determinant

UR - https://www.scopus.com/pages/publications/85028052212

U2 - 10.1016/j.spl.2017.07.009

DO - 10.1016/j.spl.2017.07.009

M3 - Article

SN - 0167-7152

VL - 130

SP - 105

EP - 110

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

A novel exact method for significance of higher criticism via Steck's determinant

Abstract

Keywords

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