High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
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Cites work
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Better Bootstrap Confidence Intervals
- Brownian distance covariance
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- Large-Scale Correlation Screening
- Multiple testing and error control in Gaussian graphical model selection
- Multivariate statistics. High dimensional and large-sample approximations.
- Testing covariates in high-dimensional regression
- Testing the structure of the covariance matrix with fewer observations than the dimension
- Tests for high-dimensional regression coefficients with factorial designs
- The distance correlation \(t\)-test of independence in high dimension
- Two-stage procedures for high-dimensional data
Cited in
(24)- Hypothesis tests for high-dimensional covariance structures
- Functional ANOVA based on empirical characteristic functionals
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique
- Kronecker delta method for testing independence between two vectors in high-dimension
- Multivariate tests of independence and their application in correlation analysis between financial markets
- High-dimensional inference using the extremal skew-\(t\) process
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Test for high-dimensional correlation matrices
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
- A survey of high dimension low sample size asymptotics
- Cross-dimensional inference of dependent high-dimensional data
- scientific article; zbMATH DE number 7387552 (Why is no real title available?)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS
- High dimensional semiparametric estimate of latent covariance matrix for matrix-variate
- Block-diagonal test for high-dimensional covariance matrices
- Automatic sparse estimation of the high-dimensional cross-covariance matrix
- Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings
- High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
- Correlation tests for high-dimensional data under the strongly spiked eigenvalue model
- A central limit theorem for moderately high-dimensional Kendall's cross-correlation matrices with applications to independence testing
- Inference for high-dimensional differential correlation matrices
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