Data · collection · 2015
Weighted Statistic in Detecting Faint and Sparse Alternatives for High-dimensional Covariance Matrices
Listed in DataCite
This paper considers testing equality of two population covariance matrices when the data dimension p diverges with the sample size n ( p / n → c > 0).
Description
We propose a weighted test statistic which is data-driven and powerful in both faint alternatives (many small disturbances) and sparse alternatives (several large disturbances). Its asymptotic null distribution is derived by large random matrix theory without assuming the existence of a limiting cumulative distribution function of the population covariance matrix.
The simulation results confirm that our statistic is powerful against all alternatives, while other tests given in the literature fail in at least one situation.
Links
Where it is published
- Repository landing page tandf.figshare.com/collections/Weighted_Statistic_in_Detecting_Faint_and_Sparse_A… ↗
landing page · from DataCite
- DOI doi.org/10.6084/m9.figshare.c.2170529.v1 ↗
DOI / persistent id · from DataCite
Documentation and papers
Catalogue records · 2
- DataCite API api.datacite.org/dois/10.6084/m9.figshare.c.2170529.v1 ↗
metadata API · from DataCite
- DataCite Commons commons.datacite.org/doi.org/10.6084/m9.figshare.c.2170529.v1 ↗
catalogue entry · from DataCite
Topics
- Stated by source
- Biological sciences · Mathematics
- From keywords
- Cancer · Life Sciences · Mathematics & Statistics
- Inferred from text
- Simulation 75%
Related
Provenance · 1 source records, 13 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| DataCite | 10.6084/m9.figshare.c.2170529.v1 | 12 d ago | JSON v1 |
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| concepts[field].fos:biological-sciences | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].fos:mathematics | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · DataCite | vocabulary-mapper@1.0.0 | keywords['Biological Sciences'] |
| concepts[field].local:field:mathematics-statistics | mapping · DataCite | vocabulary-mapper@1.0.0 | keywords['Mathematics'] |
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