Testing for latent structure via the Wilcoxon–Wigner random matrix of normalized rank statistics
基于标准化秩统计量的 Wilcoxon–Wigner 矩阵潜在结构检验
Summary This paper considers the problem of testing for latent structure in large symmetric data matrices. The goal is to develop statistically principled methodology that is flexible in its applicability, computationally efficient and insensitive to extreme data variation, thereby overcoming limitations of existing approaches. To this end, we introduce and systematically study certain symmetric matrices, called Wilcoxon–Wigner random matrices, whose entries are normalized…