Regularised Manova for High-Dimensional Data

DOI10.1111/anzs.12126zbMath1336.62135OpenAlexW1496704696MaRDI QIDQ2802885

Insha Ullah, Beatrix Jones

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12126

zbMATH Keywords

permutation testMANOVAlasso regularisationregularised covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Estimation of multivariate dependence structures via constrained maximum likelihood ⋮ Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis ⋮ Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT ⋮ High-dimensional linear models: a random matrix perspective

Uses Software

• R
• glasso
• mvabund
• corpor
• corpcor

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
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• Network exploration via the adaptive LASSO and SCAD penalties
• Model selection and estimation in the Gaussian graphical model
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
• Covariance matrix selection and estimation via penalised normal likelihood

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