An optimal projection test for zero multiple correlation coefficient in high-dimensional normal data

DOI10.1080/03610926.2020.1757111OpenAlexW3020613663MaRDI QIDQ5079839

Dariush Najarzadeh

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1757111

zbMATH Keywords

hypothesis testinghigh-dimensional datamultivariate normal distributionmultiple correlation coefficientoptimal projection test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Testing multivariate normality in incomplete data of small sample size
• High-dimensional variable selection
• A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
• Tests on multiple correlation coefficient and multiple partial correlation coefficient
• Inference on multiple correlation coefficients with moderately high dimensional data

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