Regularised MANOVA for high-dimensional data

DOI10.1111/ANZS.12126zbMATH Open1336.62135OpenAlexW1496704696MaRDI QIDQ2802885FDOQ2802885

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

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zbMATH Keywords

permutation testMANOVAlasso regularisationregularised covariance matrix

Mathematics Subject Classification ID

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

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Title not available (Why is that?)
• Title not available (Why is that?)
• A well-conditioned estimator for large-dimensional covariance matrices
• Sparse inverse covariance estimation with the graphical lasso
• Network exploration via the adaptive LASSO and SCAD penalties
• Model selection and estimation in the Gaussian graphical model
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Title not available (Why is that?)
• Covariance matrix selection and estimation via penalised normal likelihood
• Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
• Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis

Cited In (6)

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

Uses Software

• R
• glasso
• corpcor
• mvabund
• corpor

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