Not logged in.

Contribution Details

Type Working Paper
Scope Discipline-based scholarship
Title Dimension-free anticoncentration bounds for Gaussian order statistics with discussion of applications to multiple testing
Organization Unit
Authors
  • Damian Kozbur
Language
  • English
Institution University of Zurich
Series Name arXiv.org
Number 2107.10766
ISSN 2331-8422
Number of Pages 7
Date 2021
Abstract Text The following anticoncentration property is proved. The probability that the k-order statistic of an arbitrarily correlated jointly Gaussian random vector X with unit variance components lies within an interval of length ε is bounded above by 2εk(1 + E[‖X‖∞ ]). This bound has implications for generalized error rate control in statistical high-dimensional multiple hypothesis testing problems, which are discussed subsequently.
Free access at Official URL
Official URL https://arxiv.org/abs/2107.10766
PDF File Download from ZORA
Export BibTeX
EP3 XML (ZORA)