Sphericity and identity test for high-dimensional covariance matrix using random matrix theory

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Publication:2025160

DOI10.1007/s10255-021-1004-1zbMath1466.62260OpenAlexW3172092805MaRDI QIDQ2025160

Shou-cheng Yuan, Jie Zhou, Jie-qiong Shen, Jian-Xin Pan

Publication date: 11 May 2021

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-021-1004-1






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