Activity Number:
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240
- Computationally Intensive Methods for Estimation and Inference
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Type:
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Contributed
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Date/Time:
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Monday, July 31, 2017 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #324531
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View Presentation
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Title:
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A Novel Exact Method for Significance of Higher Criticism via Steck's Determinant
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Author(s):
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Jeffrey Miecznikowski* and Jiefei Wang and Daniel Gaile and David Tritchler
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Companies:
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SUNY At Buffalo and SUNY University at Buffalo and SUNY University at Buffalo and SUNY University at Buffalo
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Keywords:
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Higher criticism ;
Steck's determinant ;
multiple testing
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Abstract:
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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.
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Authors who are presenting talks have a * after their name.