On the sphericity test with large-dimensional observations

Electronic Journal of Statistics

Volumn 7, Issue 1, 2013, Pages 2164-2192

  Wang, Qinwen ^a   Yao, Jianfeng ^b  

^a ZHEJIANG UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

CLT for linear spectral statistics; John's test; Large dimensional data; Large dimensional sample covariance matrix; Likelihood ratio test; Nagao's test; Sphericity; Spiked population model

Indexed keywords

EID: 84884942640     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/13-EJS842     Document Type: Article

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