Testing block‐diagonal covariance structure for high‐dimensional data

DOI10.1111/stan.12068OpenAlexW1520754819MaRDI QIDQ6063605

Masashi Hyodo, Takahiro Nishiyama, Tatjana Pavlenko, Nobumichi Shutoh

Publication date: 12 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12068

zbMATH Keywords

high dimensionalityblock-diagonal covariance structure

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical distribution theory (62Exx)

Related Items (2)

Block-diagonal test for high-dimensional covariance matrices ⋮ On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data

Cites Work

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• Covariance structure approximation via gLasso in high-dimensional supervised classification
• Testing for complete independence in high dimensions
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

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