利用奇异矢量进行高维块对角线协方差结构检测

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-11-05 DOI:10.1080/10618600.2024.2422985

Jan O. Bauer

引用次数: 0

摘要

在多元分析的许多方面都会出现独立子向量的假设。然而，在大多数实际应用中，我们对子向量的数量和空间缺乏先验知识。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors

The assumption of independent subvectors arises in many aspects of multivariate analysis. In most real-world applications, however, we lack prior knowledge about the number of subvectors and the sp...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.