Detecting sparse heterogeneous mixtures in a two-sample problem

Rong Huang

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 5, 1333-1347

Abstract: We consider the problem of detecting sparse heterogeneous mixtures in a two-sample setting from a nonparametric perspective, where the effect manifests itself as a positive shift. We suggest a two-sample higher criticism test, and show that it is first-order comparable to the likelihood ratio test for the generalized Gaussian mixture models in all sparsity regimes.

Date: 2023
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DOI: 10.1080/03610926.2021.1926510

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