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- W1657349069 abstract "In this paper, we consider testing the correlation coefficient matrix between two subsets of high-dimensional variables. We produce a test statistic by using the extended cross-data-matrix (ECDM) methodology and show the unbiasedness of ECDM estimator. We also show that the ECDM estimator has the consistency property and the asymptotic normality in high-dimensional settings. We propose a test procedure by the ECDM estimator and evaluate its asymptotic size and power theoretically and numerically. We give several applications of the ECDM estimator. Finally, we demonstrate how the test procedure performs in actual data analyses by using a microarray data set." @default.
- W1657349069 created "2016-06-24" @default.
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- W1657349069 date "2015-03-22" @default.
- W1657349069 modified "2023-10-16" @default.
- W1657349069 title "High-dimensional inference on covariance structures via the extended cross-data-matrix methodology" @default.
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- W1657349069 doi "https://doi.org/10.48550/arxiv.1503.06492" @default.
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