On the sphericity test with large-dimensional observations (Q367207): Difference between revisions
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Property / author: Jian-feng Yao / 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 / zbMATH DE Number: 6211823 / rank | |||
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large-dimensional data | |||
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large-dimensional sample covariance matrix | |||
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sphericity | |||
Property / zbMATH Keywords: sphericity / rank | |||
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likelihood ratio test | |||
Property / zbMATH Keywords: likelihood ratio test / rank | |||
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John's test | |||
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Nagao's test | |||
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CLT for linear spectral statistics | |||
Property / zbMATH Keywords: CLT for linear spectral statistics / rank | |||
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spiked population model | |||
Property / zbMATH Keywords: spiked population model / rank | |||
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Revision as of 11:56, 28 June 2023
scientific article
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English | 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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