高维相关矩阵的一种新的极大型检验

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2025-02-05 DOI:10.1016/j.spl.2025.110365

Jing Chen , Ming Li , Kaige Zhao , Baisen Liu

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引用次数: 0

摘要

探索高维相关矩阵的结构已成为各个领域日益重要的课题。本文旨在开发一种测试高维相关矩阵结构的新方法。在假设数据维数和样本量均成比例趋于无穷大的情况下，提出了一种新的极大值型检验，并导出了其渐近分布。仿真研究表明，我们提出的测试对于稀疏替代方案、密集替代方案以及稀疏和密集替代方案的混合方案都表现良好。最后，将该方法应用于基因表达数据集的分析。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A new maximum-type test for high-dimensional correlation matrices

The exploration of the structure of high-dimensional correlation matrices has become an increasingly important topic in various fields. This paper aims to develop a novel method for testing the structure of high-dimensional correlation matrices. A new maximum-type test is proposed and the asymptotic distribution is derived, assuming that both the data dimension and the sample size tend towards infinity proportionally. Simulation studies show that our proposed test performs well for the sparse alternatives, dense alternatives, and a mixture of sparse and dense alternatives. Finally, the proposed method is employed to analyze a gene expression dataset.

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

期刊介绍： Statistics & Probability Letters adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. Statistics & Probability Letters is a refereed journal. Articles will be limited to six journal pages (13 double-space typed pages) including references and figures. Apart from the six-page limitation, originality, quality and clarity will be the criteria for choosing the material to be published in Statistics & Probability Letters. Every attempt will be made to provide the first review of a submitted manuscript within three months of submission. The proliferation of literature and long publication delays have made it difficult for researchers and practitioners to keep up with new developments outside of, or even within, their specialization. The aim of Statistics & Probability Letters is to help to alleviate this problem. Concise communications (letters) allow readers to quickly and easily digest large amounts of material and to stay up-to-date with developments in all areas of statistics and probability. The mainstream of Letters will focus on new statistical methods, theoretical results, and innovative applications of statistics and probability to other scientific disciplines. Key results and central ideas must be presented in a clear and concise manner. These results may be part of a larger study that the author will submit at a later time as a full length paper to SPL or to another journal. Theory and methodology may be published with proofs omitted, or only sketched, but only if sufficient support material is provided so that the findings can be verified. Empirical and computational results that are of significant value will be published.