Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control

Xia Yin

doi:10.1007/s11749-017-0533-7

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Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control

Xia Yin

Year: 2017 Journal: Test Vol: 26 (4)Pages: 782-801 Publisher: Springer Science+Business Media

DOI: 10.1007/s11749-017-0533-7

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Keywords:

False discovery rate Multiple comparisons problem Covariance Mathematics Statistics Control (management) Computer science Econometrics Biology Artificial intelligence

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Statistical Methods in Clinical Trials

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control

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