Asymptotic power of sphericity tests for high-dimensional data (Q366967)
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scientific article; zbMATH DE number 6211456
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| English | Asymptotic power of sphericity tests for high-dimensional data |
scientific article; zbMATH DE number 6211456 |
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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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0.873197615146637
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0.8523768186569214
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0.8489713072776794
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0.840274453163147
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0.8310436010360718
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