Covariance matrix testing in high dimension using random projections

DOI10.1007/s00180-021-01166-4zbMath1505.62044arXiv2011.08282MaRDI QIDQ2155009

Santu Ghosh, Deepak Nag Ayyala, Daniel F. Linder

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.08282

zbMATH Keywords

hypothesis testing; covariance matrix; high dimension; random projections

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

62H15: Hypothesis testing in multivariate analysis