colcor

MaRDI QIDQ24219swMATHFDO

Official website http://projecteuclid.org/download/pdfview_1/euclid.ejs/1293113417

Described by source

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

Cited in

(6)

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

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