Covariance matrix testing in high dimension using random projections

Computational Statistics ◽

10.1007/s00180-021-01166-4 ◽

2021 ◽

Author(s):

Deepak Nag Ayyala ◽

Santu Ghosh ◽

Daniel F. Linder

Keyword(s):

Covariance Matrix ◽

High Dimension ◽

Random Projections

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Estimations for some functions of covariance matrix in high dimension under non-normality and its applications

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2014.04.020 ◽

2014 ◽

Vol 130 ◽

pp. 27-44 ◽

Author(s):

Tetsuto Himeno ◽

Takayuki Yamada

Keyword(s):

Covariance Matrix ◽

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Estimation of Covariance Matrix Distances in the High Dimension Low Sample Size Regime

2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) ◽

10.1109/camsap45676.2019.9022663 ◽

2019 ◽

Author(s):

Malik Tiomoko ◽

Romain Couillet

Keyword(s):

Sample Size ◽

Covariance Matrix ◽

High Dimension ◽

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Inversion of Covariance Matrix for High Dimension Data

Journal of Mathematics and Statistics ◽

10.3844/jmssp.2011.227.229 ◽

2011 ◽

Vol 7 (3) ◽

pp. 227-229

Author(s):

Chongcharoen

Keyword(s):

Covariance Matrix ◽

High Dimension ◽

High Dimension Data

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Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension

Communications in Statistics - Simulation and Computation ◽

10.1080/03610910903090153 ◽

2009 ◽

Vol 38 (8) ◽

pp. 1675-1689

Author(s):

Emiko Hino ◽

Hidetoshi Murakami ◽

Takakazu Sugiyama

Keyword(s):

Covariance Matrix ◽

High Dimension ◽

Permutation Test

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Projection-Based Restricted Covariance Matrix Adaptation for High Dimension

Proceedings of the 2016 on Genetic and Evolutionary Computation Conference - GECCO '16 ◽

10.1145/2908812.2908863 ◽

2016 ◽

Author(s):

Youhei Akimoto ◽

Nikolaus Hansen

Keyword(s):

Covariance Matrix ◽

High Dimension ◽

Covariance Matrix Adaptation

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An Efficient Elitist Covariance Matrix Adaptation for Continuous Local Search in High Dimension

2019 IEEE Congress on Evolutionary Computation (CEC) ◽

10.1109/cec.2019.8790149 ◽

2019 ◽

Author(s):

Zhenhua Li ◽

Jingda Deng ◽

Weifeng Gao ◽

Qingfu Zhang ◽

Hai-Lin Liu

Keyword(s):

Local Search ◽

Covariance Matrix ◽

High Dimension ◽

Covariance Matrix Adaptation

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Estimability of parameters of the covariance matrix and variance components

Optimization ◽

10.1080/02331937408842190 ◽

1974 ◽

Vol 5 (3) ◽

pp. 245-248

Author(s):

R. Pincus

Keyword(s):

Covariance Matrix ◽

Variance Components

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Testing and Estimation When a Normal Covariance Matrix Has Intraclass Structure of Arbitrary Order

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917408548385 ◽

1974 ◽

Vol 3 (4) ◽

pp. 343-359

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Arbitrary Order

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Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

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Spatial Spoofing Signal Suppression Using the Constellation Covariance Matrix

Proceedings of the 29th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2016) ◽

10.33012/2016.14783 ◽

2016 ◽

Author(s):

L. Kurz ◽

S. Zorn ◽

T.G. Noll

Keyword(s):

Covariance Matrix ◽

Signal Suppression

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