Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology

DOI10.1080/02664763.2020.1796937OpenAlexW3044738406MaRDI QIDQ5861273

Dariush Najarzadeh

Publication date: 4 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1796937

zbMATH Keywords

coverage probabilityhigh-dimensional datarandom projectionmultiple correlation coefficientconservative confidence intervalselliptically symmetric family of distributions

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• breastCancerTRANSBIG
• bootlib
• DLBCL

Cites Work

• A robust coefficient of determination for regression
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Inference on multiple correlation coefficients with moderately high dimensional data
• Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality
• An elementary proof of a theorem of Johnson and Lindenstrauss
• Confidence intervals for the correlation from a bivariate normal
• Confidence Intervals for the Normal Multiple Correlation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item