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Latest revision as of 08:30, 30 July 2024

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On the sphericity test with large-dimensional observations
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    On the sphericity test with large-dimensional observations (English)
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    26 September 2013
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    large-dimensional data
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    large-dimensional sample covariance matrix
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    sphericity
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    likelihood ratio test
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    John's test
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    Nagao's test
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    CLT for linear spectral statistics
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    spiked population model
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