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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 |
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| Institution | Cornell University |
| 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 |
| Other Identification Number | merlin-id:22116 |
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