Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests

ABSTRACT

For large-scale one-sided sequential tests from independent panels, the detection of sparse signals is considered when the signals only appear in a small portion of panels. By treating the model as a mixture inverse Gaussian distribution, a supplementary local test is proposed by first testing the existence of the signal and then the strength of signals. The results are then extended to the truncated one-sided test case. A second-order corrected test is studied under the discrete normal model, along with simulations results for the power and a real data example.

KEYWORDS:

• Local score test
• inverse Gaussian mixture model
• sparse signal
• truncated one-sided sequential test

Acknowledgments

The comments and suggestions from two referees are greatly appreciated.

Conflict of interest

The author confirms that this article content has no conflict of interest.

Additional information

Funding

This research is partially supported by an RSCA grant from California State University Stanislaus.