A new test for sphericity of the covariance matrix for high dimensional data (Q149043): Difference between revisions
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10 November 2010
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Property / author: Thomas J. Fisher / rank | |||||||||||||||
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Property / author: Xiaoqian Sun / rank | |||||||||||||||
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Property / author: Colin M. Gallagher / rank | |||||||||||||||
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A new test for sphericity of the covariance matrix for high dimensional data (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1198.62052 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H15 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 65C60 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 15A18 / rank | |||||||||||||||
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Property / zbMATH DE Number: 5814760 / rank | |||||||||||||||
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covariance matrix | |||||||||||||||
Property / zbMATH Keywords: covariance matrix / rank | |||||||||||||||
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hypothesis testing | |||||||||||||||
Property / zbMATH Keywords: hypothesis testing / rank | |||||||||||||||
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high-dimensional data analysis | |||||||||||||||
Property / zbMATH Keywords: high-dimensional data analysis / rank | |||||||||||||||
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Revision as of 21:11, 1 July 2023
scientific article
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English | A new test for sphericity of the covariance matrix for high dimensional data |
scientific article |
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101
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10
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2554-2570
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November 2010
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10 November 2010
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A new test for sphericity of the covariance matrix for high dimensional data (English)
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covariance matrix
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hypothesis testing
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high-dimensional data analysis
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