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Global Testing under Sparse Alternatives: ANOVA, Multiple Comparisons and the Higher Criticism
Detecting a sparse signal analysis of variance higher criticism minimax detection incoherence random matrices suprema of Gaussian processes compressive sensing
2015/6/17
Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of varianc...