A Test for Testing the Equality of Two Covariance Matrices for High-dimensional Data

Journal of Applied Sciences ◽

10.3923/jas.2013.270.277 ◽

2013 ◽

Vol 13 (2) ◽

pp. 270-277

Author(s):

Saowapha Chaipitak ◽

Samruam Chongcharo

Keyword(s):

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional

Download Full-text

Large Sample Covariance Matrices and High-Dimensional Data Analysis

10.1017/cbo9781107588080 ◽

2015 ◽

Author(s):

Jianfeng Yao ◽

Shurong Zheng ◽

Zhidong Bai

Keyword(s):

Data Analysis ◽

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Large Sample ◽

Sample Covariance Matrices ◽

Sample Covariance ◽

High Dimensional Data Analysis

Download Full-text

Ridge estimation of inverse covariance matrices from high-dimensional data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2016.05.012 ◽

2016 ◽

Vol 103 ◽

pp. 284-303 ◽

Author(s):

Wessel N. van Wieringen ◽

Carel F.W. Peeters

Keyword(s):

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Ridge Estimation

Download Full-text

Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices

Statistics & Probability Letters ◽

10.1016/j.spl.2019.108613 ◽

2020 ◽

Vol 156 ◽

pp. 108613

Author(s):

Xue Ding

Keyword(s):

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Sample Covariance Matrices ◽

Sample Covariance

Download Full-text

Homogeneity test of several covariance matrices with high-dimensional data

Journal of Biopharmaceutical Statistics ◽

10.1080/10543406.2021.1923524 ◽

2021 ◽

Vol 31 (4) ◽

pp. 523-540

Author(s):

Abdullah Qayed ◽

Dong Han

Keyword(s):

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Homogeneity Test

Download Full-text

Test on the linear combinations of covariance matrices in high-dimensional data

Statistical Papers ◽

10.1007/s00362-019-01110-1 ◽

2019 ◽

Author(s):

Zhidong Bai ◽

Jiang Hu ◽

Chen Wang ◽

Chao Zhang

Keyword(s):

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Linear Combinations

Download Full-text

Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2015.1073310 ◽

2016 ◽

Vol 46 (8) ◽

pp. 3738-3753 ◽

Author(s):

M. Rauf Ahmad

Keyword(s):

High Dimensional Data ◽

Covariance Matrices ◽

High Dimensional ◽

Testing Homogeneity

Download Full-text

Fractal-Based Methods as a Technique for Estimating the Intrinsic Dimensionality of High-Dimensional Data: A Survey

Informatica ◽

10.15388/informatica.2016.84 ◽

2016 ◽

Vol 27 (2) ◽

pp. 257-281 ◽

Author(s):

Rasa Karbauskaitė ◽

Gintautas Dzemyda

Keyword(s):

High Dimensional Data ◽

High Dimensional ◽

Intrinsic Dimensionality

Download Full-text

A Fast Clustering Algorithm for Large-scale and High Dimensional Data

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2009.00859 ◽

2009 ◽

Vol 35 (7) ◽

pp. 859-866

Author(s):

Ming LIU ◽

Xiao-Long WANG ◽

Yuan-Chao LIU

Keyword(s):

Large Scale ◽

Clustering Algorithm ◽

High Dimensional Data ◽

High Dimensional

Download Full-text

Improved negative selection algorithm for network anomaly detection on high-dimensional data

Journal of Computer Applications ◽

10.3724/sp.j.1087.2009.00805 ◽

2009 ◽

Vol 29 (3) ◽

pp. 805-807 ◽

Author(s):

Wen-zhong GUO ◽

Guo-long CHEN ◽

Qing-liang CHEN

Keyword(s):

Anomaly Detection ◽

Negative Selection ◽

High Dimensional Data ◽

High Dimensional ◽

Selection Algorithm ◽

Negative Selection Algorithm ◽

Network Anomaly Detection

Download Full-text

Dynamic Principal Component CAW Models for High-Dimensional Realized Covariance Matrices

SSRN Electronic Journal ◽

10.2139/ssrn.2888520 ◽

2016 ◽

Author(s):

Bastian Gribisch ◽

Michael Stollenwerk

Keyword(s):

Principal Component ◽

Covariance Matrices ◽

High Dimensional ◽

Realized Covariance

Download Full-text