Limitations on detecting row covariance in the presence of column covariance

DOI10.1016/j.jmva.2016.09.003zbMath1349.62221arXiv1512.09020OpenAlexW2963724495MaRDI QIDQ321943

Peter D. Hoff

Publication date: 14 October 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.09020

zbMATH Keywords

invariancehypothesis testrandom matrixregressionseparable covariance

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

Uses Software

• Flury
• colcor

Cites Work

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• Are a set of microarrays independent of each other?
• Statistics on special manifolds
• Detecting column dependence when rows are correlated and estimating the strength of the row correlation
• A new class of matrix variate elliptically contoured distributions
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Testing for Nodal Dependence in Relational Data Matrices

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