Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size (Q502778)
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scientific article; zbMATH DE number 6673434
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| English | Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size |
scientific article; zbMATH DE number 6673434 |
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Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size (English)
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11 January 2017
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sphericity test
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large dimension
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ultra-dimension
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John's test
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quasi-likelihood ratio test
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0.8867117166519165
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0.8777117729187012
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0.8734975457191467
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0.8695677518844604
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0.8558400273323059
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