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Cramér Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series

10 August 2009
Weidong Liu
Q. Shao
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Abstract

In this paper, Cram\'{e}r type moderate deviations for the maximum of the periodogram and its studentized version are derived. The results are then applied to a simultaneous testing problem in gene expression time series. It is shown that the level of the simultaneous tests is accurate provided that the number of genes GGG and the sample size nnn satisfy G=exp⁡(o(n1/3))G=\exp(o(n^{1/3}))G=exp(o(n1/3)).

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