A robust test for sphericity of high-dimensional covariance matrices
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Publication:746886
DOI10.1016/j.jmva.2015.07.010zbMath1327.62356OpenAlexW1086307340MaRDI QIDQ746886
Xintao Tian, Wei-Ming Li, Yu-Ting Lu
Publication date: 21 October 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.07.010
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