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

DOI10.1016/j.jmva.2010.07.004zbMath1198.62052OpenAlexW2067444703MaRDI QIDQ149043

Thomas J. Fisher, Colin M. Gallagher, Xiaoqian Sun, Colin M. Gallagher, Xiaoqian Sun, Thomas J. Fisher

Publication date: November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.07.004

zbMATH Keywords

hypothesis testingcovariance matrixhigh-dimensional data analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Eigenvalues, singular values, and eigenvectors (15A18)

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