Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes

DOI10.1214/17-AOAS1062zbMath1380.62262arXiv1606.00252WikidataQ42634406 ScholiaQ42634406MaRDI QIDQ1684253

Kathryn Roeder, Jing Lei, Bernie Devlin, Lingxue Zhu

Publication date: 8 December 2017

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.00252

zbMATH Keywords

covariance matrixhigh-dimensional datapermutation testsparse principal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Protein sequences, DNA sequences (92D20) Analysis of variance and covariance (ANOVA) (62J10)

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Contrastive latent variable modeling with application to case-control sequencing experiments ⋮ A phase I change‐point method for high‐dimensional process with sparse mean shifts ⋮ Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules ⋮ Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing ⋮ Tests for high-dimensional covariance matrices

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