Mean test for high-dimensional data based on covariance matrix with linear structures
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00184-024-00971-3.pdf
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3. Bickel P, Levina E (2008) Regularized estimation of large covariance matrices. Ann Stat 36:199–227
4. Cai TT, Liu W (2011) Adaptive thresholding for sparse covariance matrix estimation. J Am Stat Assoc 106:627–684
5. Chen LS, Paul D, Prentice RL, Wang P (2011) A regularized Hotelling’s $$T^2$$ test for pathway analysis in proteomic studies. J Am Stat Assoc 106:1345–1360
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