Detecting Positive Correlations in a Multivariate Sample

Details Detecting Positive Correlations in a Multivariate Sample Detecting Positive Correlations in a Multivariate Sample

2012-02-24

arxiv.org/abs/1202.5536v1

Mathematics

Statistics Theory

Scientific paper

We consider the problem of testing whether a correlation matrix of a multivariate normal population is the identity matrix. We focus on sparse classes of alternatives where only a few entries are nonzero and, in fact, positive. We derive a general lower bound applicable to various classes and study the performance of some near-optimal tests. We pay special attention to computational feasibility and construct near-optimal tests that can be computed efficiently. Finally, we apply our results to prove new lower bounds for the clique number of high-dimensional random geometric graphs.

Affiliated with

Also associated with

No associations

Rating

Detecting Positive Correlations in a Multivariate Sample does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Detecting Positive Correlations in a Multivariate Sample, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Detecting Positive Correlations in a Multivariate Sample will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-79574