Correlation tests for high-dimensional data using extended cross-data-matrix methodology

DOI10.1016/j.jmva.2013.03.007zbMath1277.62150arXiv1503.06492OpenAlexW2049953324MaRDI QIDQ391612

Kazuyoshi Yata, Makoto Aoshima

Publication date: 10 January 2014

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

Full work available at URL: https://arxiv.org/abs/1503.06492

zbMATH Keywords

high-dimensional regressionHDLSSgraphical modelingtwo-stage procedurepathway analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (18)

Kronecker delta method for testing independence between two vectors in high-dimension ⋮ High-dimensional inference on covariance structures via the extended cross-data-matrix methodology ⋮ Test for high-dimensional regression coefficients using refitted cross-validation variance estimation ⋮ Geometric Classifier for Multiclass, High-Dimensional Data ⋮ Statistical inference for high-dimension, low-sample-size data ⋮ PCA consistency for the power spiked model in high-dimensional settings ⋮ High-dimensional testing for proportional covariance matrices ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise ⋮ A survey of high dimension low sample size asymptotics ⋮ Conditional mean and quantile dependence testing in high dimension ⋮ Testing block-diagonal covariance structure for high-dimensional data under non-normality ⋮ Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions ⋮ Hypothesis tests for high-dimensional covariance structures ⋮ On asymptotic normality of cross data matrix-based PCA in high dimension low sample size ⋮ A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data ⋮ Tests of zero correlation using modified RV coefficient for high-dimensional vectors

Uses Software

• Bioconductor
• gcrma
• multtest

Cites Work

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• Authors' Response
• Large-Scale Correlation Screening
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• Better Bootstrap Confidence Intervals
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• Geometric Representation of High Dimension, Low Sample Size Data
• Multivariate Theory for Analyzing High Dimensional Data
• The high-dimension, low-sample-size geometric representation holds under mild conditions
• Multivariate Statistics

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