Asymptotic power of sphericity tests for high-dimensional data (Q366967): Difference between revisions

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-Marc Hallin
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+MaRDI publication profile
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+.4867
@@ Property / arXiv ID: 1306.4867 / rank @@
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@@ Property / cites work @@
+Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
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+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
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+A new test for sphericity of the covariance matrix for high dimensional data
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+THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED  ON THE <i>n</i>-SPHERE
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+The distribution of a statistic used for testing sphericity of normal distributions
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+On the distribution of the largest eigenvalue in principal components analysis
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Significance Test for Sphericity of a Normal $n$-Variate Distribution
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Asymptotic power of sphericity tests for high-dimensional data
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+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+Locally Best Invariant Test for Sphericity and the Limiting Distributions
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+On singular Wishart and singular multivariate beta distributions
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+Asymptotic Statistics
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+The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
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