Inversion of Covariance Matrix for High Dimension Data | Science Publications

Journal of Mathematics and Statistics

Samruam Chongcharoen¹ 

关键词: DNA micro arrays;    eigenvalue;    positive semidefinite;    positive definite;    gene expression;    covariance matrix;    statistic value;    real vector;    real number;    determinant;    symmetric matrix;    definite matrix;   

DOI  :  10.3844/jmssp.2011.227.229

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Problem statement: In the testing statistic problem for the mean vector of independent andidentically distributed multivariate normal random vectors with unknown covariance matrix when thedata has sample size less than the dimension n≤p, for example, the data came from DNA microarrayswhere a large number of gene expression levels are measured on relatively few subjects, the p

【 授权许可】

Unknown