Presentation Name: Join Statistics Seminar of SCMS and SDS: Generalized likelihood ratio test for higher criticism problem
Presenter: Dr. Wenhua Jiang
Date: 2017-11-23
Location: 光华东主楼1501
Abstract:

We study a generalized likelihood ratio test based on the generalized MLE (Kiefer and Wolfowitz, 1956). Unexpectedly, the test attains the detection boundary (Donoho and Jin, 2004). The rate of divergence of the test will be discussed.

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