Sphericity test for high dimensional data based on random matrix theory

DOI10.3969/J.ISSN.1001-4268.2020.04.003MaRDI QIDQ5142917zbMATH OpenFDO

Authors Shou-cheng Yuan, Jie Zhou, Jieqiong Shen

Publication date 14 January 2021

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2020.04.003

zbMATH Keywords

high-dimensional covariance matrixspectral distributionsphericity testtest power

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15)

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• Asymptotic power of sphericity tests for high-dimensional data
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