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Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology - MaRDI portal

Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology (Q5861273)

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scientific article; zbMATH DE number 7484710
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Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
scientific article; zbMATH DE number 7484710

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    Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology (English)
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    4 March 2022
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    multiple correlation coefficient
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    high-dimensional data
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    elliptically symmetric family of distributions
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    conservative confidence intervals
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    random projection
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    coverage probability
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