On the sphericity test with large-dimensional observations (Q367207)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the sphericity test with large-dimensional observations |
scientific article; zbMATH DE number 6211823
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the sphericity test with large-dimensional observations |
scientific article; zbMATH DE number 6211823 |
Statements
On the sphericity test with large-dimensional observations (English)
0 references
26 September 2013
0 references
large-dimensional data
0 references
large-dimensional sample covariance matrix
0 references
sphericity
0 references
likelihood ratio test
0 references
John's test
0 references
Nagao's test
0 references
CLT for linear spectral statistics
0 references
spiked population model
0 references
0 references
0 references
0 references
0 references
0.8910657167434692
0 references
0.8846365809440613
0 references
0.8777117729187012
0 references
0.8748672008514404
0 references
0.8679403066635132
0 references
