A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection

DOI10.1016/J.CSDA.2020.106955MaRDI QIDQ2189584zbMATH OpenOpenAlexFDO

Authors Dariush Najarzadeh

Publication date 16 June 2020

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.106955

zbMATH Keywords

high-dimensional normal datahypothesis testingmultiple correlation coefficientrandom projectionunion-intersection method

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Nonlinear Dimensionality Reduction
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• Series Representation of Non Null Distribution of the Square of Sample Multiple Correlation Coefficient by Use of the Mellin Integral Transform
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• Tests on multiple correlation coefficient and multiple partial correlation coefficient

Cited in

(4)

• Tests of zero correlation using modified RV coefficient for high-dimensional vectors
• Inference on multiple correlation coefficients with moderately high dimensional data
• Testing for independence of sets of high-dimensional normal vectors using random projection approach
• Simple tests on multiple correlation coefficient in high-dimensional normal data

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