期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2020
卷号：17
期号：1
页码：309
DOI：10.30757/ALEA.v17-12
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：Given a large matrix containing independent data entries, we consider the problem of detecting a submatrix inside the data matrix that contains largerthan-usual values. Different from previous literature, we do not have exact information about the dimension of the potential elevated submatrix. We propose a Bonferroni type testing procedure based on permutation tests, and show that our proposed test loses no first-order asymptotic power compared to tests with full knowledge of potential elevated submatrix. In order to speed up the calculation during the test, an approximation net is constructed and we show that Bonferroni type permutation test on the approximation net loses no power on the first order asymptotically.
