Detecting positive correlations in a multivariate sample (Q2345119): Difference between revisions

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+On combinatorial testing problems
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+Q4705344
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+Detection of correlations
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+Searching for a trail of evidence in a maze
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+Non-asymptotic minimax rates of testing in signal detection
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+Q3290971
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+Optimal detection of sparse principal components in high dimension
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+Covariance regularization by thresholding
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+Regularized estimation of large covariance matrices
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+Q4907706
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+Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
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+Optimal rates of convergence for covariance matrix estimation
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+Tests for High-Dimensional Covariance Matrices
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+A Direct Formulation for Sparse PCA Using Semidefinite Programming
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+High-dimensional random geometric graphs and their clique number
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+Higher criticism for detecting sparse heterogeneous mixtures.
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
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+Innovated higher criticism for detecting sparse signals in correlated noise
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+Minimax detection of a signal for \(l^ n\)-balls.
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Q3219581
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+On some test criteria for covariance matrix
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+Testing for complete independence in high dimensions
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+Concentration of measure and isoperimetric inequalities in product spaces
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+Minimax risks for sparse regressions: ultra-high dimensional phenomenons
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+Goodness-of-fit tests for high-dimensional Gaussian linear models
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