Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings
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Cites work
- A Behrens-Fisher problem for general factor models in high dimensions
- A significance test of the RV coefficient in high dimensions
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- Asymptotic Statistics
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Eigenvalue ratio test for the number of factors
- Geometric classifiers for high-dimensional noisy data
- High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- scientific article; zbMATH DE number 4084766 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Measuring multivariate association and beyond
- PCA consistency for the power spiked model in high-dimensional settings
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- Sparse partial least squares classification for high dimensional data
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Testing for independence of high-dimensional variables: V-coefficient based approach
- Testing the significance of the \textit{RV} coefficient
- Two sample tests for high-dimensional covariance matrices
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Two-stage procedures for high-dimensional data
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