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Asymptotics for the maximum of half-normal plots. (English) Zbl 0867.62006

Ann. Stat. 24, No. 5, 2250-2265 (1996).

Summary: We study approximations to the distribution of the largest Walsh-Fourier coefficient obtained by transforming i.i.d. observations from a non-normal parent distribution. The study is inspired by the use of half-normal plots in screening studies and in the analysis of molecular sequence data. In the latter context, we indicate why continuity corrections are needed.

MSC:

62E20	Asymptotic distribution theory in statistics
60G70	Extreme value theory; extremal stochastic processes
62K15	Factorial statistical designs
62E17	Approximations to statistical distributions (nonasymptotic)

Keywords:

extremes; Fisher’s test; largest Walsh-Fourier coefficient; non-normal parent distribution; half-normal plots; continuity corrections

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