In big data analysis for detecting rare and weak signals among n features,the Higher Criticism test(HC),Berk-Jones test(......

Given p-dimensional Gaussian vectors Xi iid~N(0,Σ),1≤ i ≤ n,where p ≥ n,we are interested in testing a null hypothes......

Monitoring high-dimensional data streams has become increasingly important for realtime detection of abnormal activities......