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arxiv: 0908.1145 · v1 · submitted 2009-08-10 · 🧮 math.PR · math.ST· stat.TH

Cram\'{e}r Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series

classification 🧮 math.PR math.STstat.TH
keywords simultaneouscramexpressiongenemaximummoderateperiodogramseries
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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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