On testing sphericity and identity of a covariance matrix with large dimensions (Q324615)
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scientific article; zbMATH DE number 6639825
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| English | On testing sphericity and identity of a covariance matrix with large dimensions |
scientific article; zbMATH DE number 6639825 |
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On testing sphericity and identity of a covariance matrix with large dimensions (English)
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17 October 2016
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covariance testing
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high-dimensional inference
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non-normality
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0.9631343
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0.95835114
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0.9372717
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0.9342009
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0.93176186
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0.9305553
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0.92424184
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0.92413986
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0.9150162
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