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Journal of the American Statistical Association Volume 113, 2018 - Issue 521
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Theory and Methods

Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions

Yin XiaDepartment of Statistics, School of Management, Fudan University, Shanghai, ChinaCorrespondence[email protected]
,
Tianxi CaiDepartment of Biostatistics, Harvard School of Public Health, Harvard University, Boston, MA
&
T. Tony CaiDepartment of Statistics, The Wharton School, University of Pennsylvania, PA
Pages 328-339 | Received 01 Aug 2015, Accepted 01 Oct 2016, Published online: 26 Sep 2017

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Yuefeng Han, Rong Chen, Cun-Hui Zhang & Qiwei Yao. (2023) Simultaneous Decorrelation of Matrix Time Series. Journal of the American Statistical Association 0:0, pages 1-13.
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Yin Xia, Lexin Li, Samuel N. Lockhart & William J. Jagust. (2020) Simultaneous Covariance Inference for Multimodal Integrative Analysis. Journal of the American Statistical Association 115:531, pages 1279-1291.
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Articles from other publishers (11)

Yumou Qiu & Bin Guo. (2024) Minimax detection boundary and sharp optimal test for Gaussian graphical models. Journal of the Royal Statistical Society Series B: Statistical Methodology.
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Xiang Lyu, Jian Kang & Lexin Li. (2024) High-dimensional multisubject time series transition matrix inference with application to brain connectivity analysis. Biometrics 80:2.
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Lu Zhang & Junwei Lu. (2024) StarTrek: Combinatorial variable selection with false discovery rate control. The Annals of Statistics 52:1.
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T. Tony Cai, Zijian Guo & Yin Xia. (2023) Statistical inference and large-scale multiple testing for high-dimensional regression models. TEST 32:4, pages 1135-1171.
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Alessandro Colombi. 2022. New Frontiers in Bayesian Statistics. New Frontiers in Bayesian Statistics 57 67 .
Robert Jernigan, Kejue Jia, Zhao Ren & Wen Zhou. (2021) Large-scale multiple inference of collective dependence with applications to protein function. The Annals of Applied Statistics 15:2.
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Yuefeng Han & Wei Biao Wu. (2020) Test for high dimensional covariance matrices. The Annals of Statistics 48:6.
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Ranran Chen, Gaorong Li & Sanying Feng. (2020) Testing for covariance matrices in time-varying coefficient panel data models with fixed effects. Journal of the Korean Statistical Society 49:1, pages 82-116.
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Jitendra K. Tugnait. (2020) Deviance Tests for Graph Estimation From Multi-Attribute Gaussian Data. IEEE Transactions on Signal Processing 68, pages 5632-5647.
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T T Cai, H Li, J Ma & Y Xia. (2019) Differential Markov random field analysis with an application to detecting differential microbial community networks. Biometrika 106:2, pages 401-416.
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Yin Xia. (2017) Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control. TEST 26:4, pages 782-801.
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