Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
From MaRDI portal
Publication:1694484
DOI10.1007/s11749-017-0533-7MaRDI QIDQ1694484
Publication date: 2 February 2018
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0533-7
extreme value distribution; correction; multiple testing; limiting null distribution; sparsity; high-dimensional test
62H15: Hypothesis testing in multivariate analysis
Related Items
Cites Work
- Unnamed Item
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Two sample tests for high-dimensional covariance matrices
- Gaussian graphical model estimation with false discovery rate control
- High-dimensional sparse MANOVA
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Consensus clustering: A resampling-based method for class discovery and visualization of gene expression microarray data
- The control of the false discovery rate in multiple testing under dependency.
- On convergence rates of suprema
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- Some high-dimensional tests for a one-way MANOVA
- On false discovery control under dependence
- Large-Scale Multiple Testing under Dependence
- A Direct Estimation Approach to Sparse Linear Discriminant Analysis
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Testing differential networks with applications to the detection of gene-gene interactions
- False Discovery Control in Large-Scale Spatial Multiple Testing
- Multivariate Theory for Analyzing High Dimensional Data