Article ID Journal Published Year Pages File Type
5129653 Statistics & Probability Letters 2017 6 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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