Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding

DOI10.1080/01621459.2018.1442340zbMath1420.62240arXiv1601.04397MaRDI QIDQ5231504

Hongzhe Li, Wei Lin, Yuanpei Cao

Publication date: 27 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.04397

zbMATH Keywords

regularization; high dimensionality; microbiome; adaptive thresholding; basis covariance; centered log-ratio covariance

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

Uses Software

• CCLasso