Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices

DOI10.1016/j.spl.2019.108613zbMath1459.62084OpenAlexW2972319849WikidataQ127240973 ScholiaQ127240973MaRDI QIDQ2288763

Xue Ding

Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108613

zbMATH Keywords

random matrix theoryhigh-dimensional datasphericity testspiked population model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20)

Related Items (1)

High-dimensional sphericity test by extended likelihood ratio

Cites Work

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