High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
DOI10.1016/J.JMVA.2016.07.011zbMATH Open1347.62095OpenAlexW2963971405MaRDI QIDQ311815FDOQ311815
Authors: Kazuyoshi Yata, Makoto Aoshima 
Publication date: 13 September 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2241/00144265
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- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Two-stage procedures for high-dimensional data
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Testing covariates in high-dimensional regression
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
Cited In (19)
- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique
- A survey of high dimension low sample size asymptotics
- High-dimensional inference using the extremal skew-\(t\) process
- Kronecker delta method for testing independence between two vectors in high-dimension
- Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS
- Block-diagonal test for high-dimensional covariance matrices
- Test for high-dimensional correlation matrices
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Inference for high-dimensional differential correlation matrices
- Cross-dimensional inference of dependent high-dimensional data
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Functional ANOVA based on empirical characteristic functionals
- Hypothesis tests for high-dimensional covariance structures
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Multivariate tests of independence and their application in correlation analysis between financial markets
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- High dimensional semiparametric estimate of latent covariance matrix for matrix-variate
- Title not available (Why is that?)
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