Regularised MANOVA for high-dimensional data

DOI10.1111/ANZS.12126MaRDI QIDQ2802885zbMATH OpenOpenAlexFDO

Authors Insha Ullah, Beatrix Jones

Publication date 27 April 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12126

zbMATH Keywords

permutation testMANOVAlasso regularisationregularised covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• A well-conditioned estimator for large-dimensional covariance matrices
• Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
• Covariance matrix selection and estimation via penalised normal likelihood
• Model selection and estimation in the Gaussian graphical model
• Network exploration via the adaptive LASSO and SCAD penalties
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
• Sparse inverse covariance estimation with the graphical lasso
• The Adaptive Lasso and Its Oracle Properties

Cited in

(6)

• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Estimation of multivariate dependence structures via constrained maximum likelihood
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
• High-dimensional linear models: a random matrix perspective
• A comparison of methods for estimating the determinant of high-dimensional covariance matrix
• Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis

Describes a project that uses

Uses Software

• R
• glasso
• corpcor
• mvabund
• corpor

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