On the sphericity test with large-dimensional observations
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Publication:367207
DOI10.1214/13-EJS842zbMath1293.62127arXiv1303.4035MaRDI QIDQ367207
Publication date: 26 September 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.4035
likelihood ratio testsphericitylarge-dimensional dataCLT for linear spectral statisticsJohn's testlarge-dimensional sample covariance matrixNagao's testspiked population model
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