Test for high-dimensional correlation matrices
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Publication:2328063
DOI10.1214/18-AOS1768zbMath1435.62201WikidataQ92888657 ScholiaQ92888657MaRDI QIDQ2328063
Hong-Tu Zhu, Guang-Hui Cheng, Shurong Zheng, Jian-hua Guo
Publication date: 9 October 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1564797867
Multivariate distribution of statistics (62H10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (7)
Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances ⋮ On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence ⋮ Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data ⋮ A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes ⋮ Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices ⋮ Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
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