Detecting column dependence when rows are correlated and estimating the strength of the row correlation

DOI10.1214/10-EJS592zbMath1330.62307MaRDI QIDQ1952113

Omkar Muralidharan

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1293113417

zbMATH Keywords

matrix normalFisher transformationsample correlationcolumn dependenceroot mean squared correlation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Paired and multiple comparisons; multiple testing (62J15)

Related Items (5)

Limitations on detecting row covariance in the presence of column covariance ⋮ Model selection and estimation in the matrix normal graphical model ⋮ Testing independence with high-dimensional correlated samples ⋮ colcor ⋮ Higher criticism for large-scale inference, especially for rare and weak effects

Uses Software

• R
• CRAN

Cites Work

• Unnamed Item
• Successive normalization of rectangular arrays
• Are a set of microarrays independent of each other?
• Transposable regularized covariance models with an application to missing data imputation
• Higher criticism for detecting sparse heterogeneous mixtures.
• Empirical Bayes Estimates for Large-Scale Prediction Problems
• Variance of the Number of False Discoveries

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