Blockwise and coordinatewise thresholding to combine tests of different\n natures in modern ANOVA

2013/02/25 by Sylvain Sardy, Sardy, Sylvain
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1302.6073

openalex publication_date 2013/02/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We derive new tests for fixed and random ANOVA based on a thresholded point\nestimate. The pivotal quantity is the threshold that sets all the coefficients\nof the null hypothesis to zero. Thresholding can be employed coordinatewise or\nblockwise, or both, which leads to tests with good power properties under\nalternative hypotheses that are either sparse or dense.\n

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