Covariance matrix testing in high dimension using random projections
From MaRDI portal
Publication:2155009
DOI10.1007/s00180-021-01166-4zbMath1505.62044arXiv2011.08282OpenAlexW3211577191MaRDI QIDQ2155009
Santu Ghosh, Deepak Nag Ayyala, Daniel F. Linder
Publication date: 15 July 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.08282
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Unnamed Item
- Unnamed Item
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A new test for sphericity of the covariance matrix for high dimensional data
- Two sample tests for high-dimensional covariance matrices
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Tests for covariance matrices in high dimension with less sample size
- Projected tests for high-dimensional covariance matrices
- Hypothesis testing for the identity of high-dimensional covariance matrices
- On some test criteria for covariance matrix
- Direct estimation of differential networks
- Methods of Multivariate Analysis
- Extensions of Lipschitz mappings into a Hilbert space
- Random Projections for Large-Scale Regression
- Optimal Bounds for Johnson-Lindenstrauss Transformations
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- High-dimensional statistical inference: Theoretical development to data analytics
- Tests for High-Dimensional Covariance Matrices
- Random-projection Ensemble Classification
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- The distribution of a statistic used for testing sphericity of normal distributions
This page was built for publication: Covariance matrix testing in high dimension using random projections
