期刊论文

Liu, Wei

英文

数学学报：英文版

1439-8516

2020

36

1

93-108

10.1007/s10114-019-8290-z

62H15 publisher-imprint-name Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society, co-published with Springer volume-issue-count 12 issue-article-count 8 issue-toc-levels 0 issue-pricelist-year 2020 issue-copyright-holder Institute of Mathematics, Academy of Mathematics and Systems Science (CAS), Chinese Mathematical Society (CAS) and Springer-Verlag GmbH Germany, part of Springer Nature issue-copyright-year 2020 article-contains-esm No article-numbering-style Unnumbered article-registration-date-year 2019 article-registration-date-month 12 article-registration-date-day 7 article-toc-levels 0 toc-levels 0 volume-type Regular journal-product ArchiveJournal numbering-style Unnumbered article-grants-type Regular metadata-grant OpenAccess abstract-grant OpenAccess bodypdf-grant Restricted bodyhtml-grant Restricted bibliography-grant Restricted esm-grant OpenAccess online-first false pdf-file-reference BodyRef/PDF/10114_2019_Article_8290.pdf target-type OnlinePDF issue-online-date-year 2020 issue-online-date-month 1 issue-online-date-day 8 issue-type Regular article-type OriginalPaper journal-subject-primary Mathematics journal-subject-secondary Mathematics, general journal-subject-collection Mathematics and Statistics open-access false This work is supported by the National Natural Science Foundation of China (Grant No. 11571052); Social Science Research Foundation of Hu’nan Provincial Department (Grant No. 15YBA066); Outstanding Youth Foundation of Hu’nan Provincial Department of Education (Grant No. 17B047)

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In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful against sparse alternatives. Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature. The numerical results show that the test proposed significantly outperforms those tests...