Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics

DOI10.1214/21-AOS2150zbMath1500.62001OpenAlexW4293483541MaRDI QIDQ2091821

Debapratim Banerjee, Zongming Ma

Publication date: 2 November 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-aos2150

zbMATH Keywords

principal component analysisrandom graphscontiguitysignal detectionfinite rank deformation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Asymptotic properties of parametric tests (62F05) General considerations in statistical decision theory (62C05)

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