@article{oai:tsukuba.repo.nii.ac.jp:00028701,
 author = {矢田, 和善 and 青嶋, 誠 and Yata, Kazuyoshi and Aoshima, Makoto},
 journal = {Journal of multivariate analysis},
 month = {May},
 note = {In this paper, we consider tests of correlation when the sample size is much lower than the dimension. We propose a new estimation methodology called the extended cross-data-matrix methodology. By applying the method, we give a new test statistic for high-dimensional correlations. We show that the test statistic is asymptotically normal when p→∞p→∞ and n→∞n→∞. We propose a test procedure along with sample size determination to ensure both prespecified size and power for testing high-dimensional correlations. We further develop a multiple testing procedure to control both family wise error rate and power. Finally, we demonstrate how the test procedures perform in actual data analyses by using two microarray data sets.},
 pages = {313--331},
 title = {Correlation tests for high-dimensional data using extended cross-data-matrix methodology},
 volume = {117},
 year = {2013}
}