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Inference for High-dimensional Differential Correlation Matrices ()

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical guarantees are given. Minimax rate of convergence is established and...

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Detalhes bibliográficos
Publicado no:J Multivar Anal
Main Authors: Cai, T. Tony, Zhang, Anru
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4612396/
https://ncbi.nlm.nih.gov/pubmed/26500380
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2015.08.019
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