Multivariate Theory for Analyzing High Dimensional Data
From MaRDI portal
Publication:5439652
DOI10.14490/jjss.37.53zbMath1140.62047MaRDI QIDQ5439652
Publication date: 11 February 2008
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.37.53
singular Wishart; multivariate analysis of variance; DNA microarray data; distribution of test statistics; fewer observations than dimensions
62H10: Multivariate distribution of statistics
62E20: Asymptotic distribution theory in statistics
62P10: Applications of statistics to biology and medical sciences; meta analysis
62H15: Hypothesis testing in multivariate analysis
62J10: Analysis of variance and covariance (ANOVA)
Related Items
A new test for sphericity of the covariance matrix for high dimensional data, A model selection criterion for discriminant analysis of high-dimensional data with fewer observations, Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations, Multivariate analysis of variance with fewer observations than the dimension, Minimum distance classification rules for high dimensional data, Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data, On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests, Analysis of high-dimensional repeated measures designs: the one sample case, Testing the equality of several covariance matrices with fewer observations than the dimension, Statistical eigen-inference from large Wishart matrices, High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound, Some high-dimensional tests for a one-way MANOVA, Two-Stage Procedures for High-Dimensional Data