A novel exact method for significance of higher criticism via Steck’s determinant

Jeffrey C. Miecznikowski, Jiefei Wang, Daniel P. Gaile and David L. Tritchler

Statistics & Probability Letters, 2017, vol. 130, issue C, 105-110

Abstract: In this note we provide a novel straightforward approach to calculating the significance for higher criticism statistics using a general result due to Steck (1971) coined Steck’s determinant. This result allows users to directly assess higher criticism significance without the need for simulation or asymptotic results.

Keywords: Higher criticism; Steck’s determinant; Multiple testing (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.07.009

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