Optimal signal detection in some spiked random matrix models: Likelihood ratio tests and linear spectral statistics
Author:
Affiliation:
1. Department of Statistics, The Wharton School, University of Pennsylvania
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference27 articles.
1. BANERJEE, D. (2018). Contiguity and non-reconstruction results for planted partition models: The dense case. Electron. J. Probab. 23 18.
2. JANSON, S. (1995). Random regular graphs: Asymptotic distributions and contiguity. Combin. Probab. Comput. 4 369–405.
3. ONATSKI, A., MOREIRA, M. J. and HALLIN, M. (2014). Signal detection in high dimension: The multispiked case. Ann. Statist. 42 225–254.
4. BANERJEE, D. and MA, Z. (2017). Optimal hypothesis testing for stochastic block models with growing degrees. arXiv preprint. Available at arXiv:1705.05305.
5. BANERJEE, D. and MA, Z. (2022). Supplement to “Optimal signal detection in some spiked random matrix models: Likelihood ratio tests and linear spectral statistics.” https://doi.org/10.1214/21-AOS2150SUPP
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