Quadratic scan statistic
= Quadratic scan statistic
{title2=$\max_S u(S)^\top\widehat\Sigma u(S)$}
A quadratic scan statistic maximizes a directional empirical second moment over candidate unit vectors. For a <Gaussian random vector> sample with a <rank-one covariance spike> in one of those directions, the matching statistic has its scale multiplied by the spike's <eigenvalue>. A <chi-squared concentration inequality> controls each direction.