Detecting column dependence when rows are correlated and estimating the strength of the row correlation
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Publication:1952113
DOI10.1214/10-EJS592zbMath1330.62307MaRDI QIDQ1952113
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
matrix normal; Fisher transformation; sample correlation; column dependence; root mean squared correlation
Related Items
colcor, Higher criticism for large-scale inference, especially for rare and weak effects, 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
Uses Software
Cites Work
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