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A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection.

Dariush Najarzadeh
Published in: Comput. Stat. Data Anal. (2020)
Keyphrases
  • correlation coefficient
  • data sets
  • data analysis
  • high dimensional
  • high dimensional data
  • raw data
  • original data
  • training data
  • high quality
  • random projections
  • worst case
  • text mining
  • input data
  • dimension reduction