High-dimensional inference on covariance structures via the extended cross-data-matrix methodology

DOI10.1016/j.jmva.2016.07.011zbMath1347.62095OpenAlexW2963971405MaRDI QIDQ311815

Kazuyoshi Yata, Makoto Aoshima

Publication date: 13 September 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2241/00144265

zbMATH Keywords

graphical modelingcorrelations testlarge \(p\), small \(n\)partial correlationpathway analysisRV-coefficient

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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