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Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
http://hdl.handle.net/2241/00157327
http://hdl.handle.net/2241/001573272bb702d0-3707-449f-993b-bb79eb88a1fd
名前 / ファイル | ライセンス | アクション |
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JSPI_202 (1.5 MB)
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Item type | Journal Article(1) | |||||
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公開日 | 2019-08-19 | |||||
タイトル | ||||||
タイトル | Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | journal article | |||||
著者 |
矢田, 和善
× 矢田, 和善× 青嶋, 誠× Ishii, Aki |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | We consider the equality test of high-dimensional covariance matrices under the strongly spiked eigenvalue (SSE) model. We find the difference of covariance matrices by dividing high-dimensional eigenspaces into the first eigenspace and the others. We create a new test procedure on the basis of those high-dimensional eigenstructures. We precisely study the influence of spiked eigenvalues on a test statistic and consider its bias correction so that the proposed test procedure has a consistency property for the size. We also show that the proposed test procedure has preferable properties for the power. We discuss the performance of the test procedure by simulations. We give a demonstration in actual data analyses using microarray data sets. | |||||
書誌情報 |
Journal of statistical planning and inference 巻 202, p. 99-111, 発行日 2019-09 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 03783758 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA00253748 | |||||
DOI | ||||||
識別子タイプ | DOI | |||||
関連識別子 | 10.1016/j.jspi.2019.02.002 | |||||
権利 | ||||||
権利情報 | © 2019. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ | |||||
著者版フラグ | ||||||
値 | author | |||||
出版者 | ||||||
出版者 | Elsevier |