Mathematics
4 years ago

New test revolutionizes high-dimensional data analysis for microarray and signal processing.

The Annals of Statistics
Tests for covariance matrix with fixed or divergent dimension
Rongmao Zhang, Liang Peng, Ruodu Wang

Paper Summary

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The article presents new tests to check if a covariance matrix matches a specific one or has a certain pattern. These tests are designed for high-dimensional data, like in genetics or signal processing. The tests work regardless of the data's size, making them useful for various fields.