Asymptotic power of sphericity tests for high-dimensional data (Q366967): Difference between revisions
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Property / author: Marc Hallin / rank | |||
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Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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Property / Mathematics Subject Classification ID: 62B15 / rank | |||
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Property / Mathematics Subject Classification ID: 41A60 / rank | |||
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Property / zbMATH DE Number: 6211456 / rank | |||
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sphericity tests | |||
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large dimensionality | |||
Property / zbMATH Keywords: large dimensionality / rank | |||
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asymptotic power | |||
Property / zbMATH Keywords: asymptotic power / rank | |||
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spiked covariance | |||
Property / zbMATH Keywords: spiked covariance / rank | |||
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contiguity | |||
Property / zbMATH Keywords: contiguity / rank | |||
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power envelope | |||
Property / zbMATH Keywords: power envelope / rank | |||
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steepest descent | |||
Property / zbMATH Keywords: steepest descent / rank | |||
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contour integral representation | |||
Property / zbMATH Keywords: contour integral representation / rank | |||
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Revision as of 12:53, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Asymptotic power of sphericity tests for high-dimensional data |
scientific article |
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Asymptotic power of sphericity tests for high-dimensional data (English)
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25 September 2013
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sphericity tests
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large dimensionality
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asymptotic power
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spiked covariance
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contiguity
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power envelope
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steepest descent
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contour integral representation
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