Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure

DOI10.5705/ss.202018.0268zbMath1504.62078arXiv1404.7684OpenAlexW2982606529MaRDI QIDQ5155189

John Marioni, Anestis Touloumis, Simon Tavaré

Publication date: 6 October 2021

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.7684

zbMATH Keywords

hypothesis testingcovariance matrixtransposable datahigh-dimensional settingsmatrix-valued random variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

Uses Software

• R
• Knorm
• HDTD

Cites Work

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