Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
From MaRDI portal
Publication:901617
DOI10.1016/j.csda.2010.12.013zbMath1328.62356OpenAlexW1995916326MaRDI QIDQ901617
Yanfeng Shen, Jun Zhu, Zheng Yan Lin
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.12.013
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Incorporation of gene exchangeabilities improves the reproducibility of gene set rankings, A model-free variable selection method for reducing the number of redundant variables, A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\), Testing high-dimensional mean vector with applications. A normal reference approach, An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems, An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity, High-dimensional sparse MANOVA, Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control, Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data, Regularised Manova for High-Dimensional Data, Tests for a Multiple-Sample Problem in High Dimensions, A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A well-conditioned estimator for large-dimensional covariance matrices
- Modified linear discriminant analysis approaches for classification of high-dimensional microarray data
- High-dimensional classification using features annealed independence rules
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Linear Models: The Theory and Application of Analysis of Variance
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- Ideal spatial adaptation by wavelet shrinkage
- Multivariate Theory for Analyzing High Dimensional Data
- Testing Statistical Hypotheses
- The elements of statistical learning. Data mining, inference, and prediction