On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix

DOI10.3150/11-BEJ394zbMath1259.62062arXiv1009.0562OpenAlexW2964207886WikidataQ42923563 ScholiaQ42923563MaRDI QIDQ1940759

Xing Sun, Andrew B. Nobel

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.0562

zbMATH Keywords

random matrix theorydata mininganalysis of variancesecond moment methodGaussian random matrixlarge average submatrix

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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