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 / publication date: 10 November 2010 / rank
 
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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
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Revision as of 21:11, 1 July 2023

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A new test for sphericity of the covariance matrix for high dimensional data
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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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