On the sphericity test with large-dimensional observations (Q367207): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2100468761 / rank | |||
Normal rank | |||
Latest revision as of 08:30, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sphericity test with large-dimensional observations |
scientific article |
Statements
On the sphericity test with large-dimensional observations (English)
0 references
26 September 2013
0 references
large-dimensional data
0 references
large-dimensional sample covariance matrix
0 references
sphericity
0 references
likelihood ratio test
0 references
John's test
0 references
Nagao's test
0 references
CLT for linear spectral statistics
0 references
spiked population model
0 references
0 references
0 references
0 references
0 references
