colcor

swMATH12289MaRDI QIDQ24219FDOQ24219

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Described by source

• Detecting column dependence when rows are correlated and estimating the strength of the row correlation

Cited In (4)

• Testing independence with high-dimensional correlated samples
• Model selection and estimation in the matrix normal graphical model
• Limitations on detecting row covariance in the presence of column covariance
• Higher criticism for large-scale inference, especially for rare and weak effects

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