Detection of correlations

Annals of Statistics

Volumn 40, Issue 1, 2012, Pages 412-435

  Arias Castro, Ery ^a   Bubeck, Sébastien ^b   Lugosi, Gábor ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Princeton University   (United States)

^c UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

Bayesian detection; Generalized likelihood ratio test; Minimax detection; Scan statistic; Sparse covariance matrix

Indexed keywords

EID: 84871212938     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS964     Document Type: Article

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