Asymptotic power of sphericity tests for high-dimensional data (Q366967)

scientific article; zbMATH DE number 6211456

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English	Asymptotic power of sphericity tests for high-dimensional data	scientific article; zbMATH DE number 6211456

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instance of

scholarly article

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title

Asymptotic power of sphericity tests for high-dimensional data (English)

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The Annals of Statistics

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publication date

25 September 2013

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full work available at URL

https://arxiv.org/abs/1306.4867

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https://projecteuclid.org/euclid.aos/1371150898

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zbMATH Keywords

sphericity tests

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large dimensionality

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asymptotic power

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spiked covariance

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contiguity

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power envelope

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steepest descent

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contour integral representation

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MaRDI profile type

Publication

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cites work

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Testing Hypotheses About the Number of Factors in Large Factor Models

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Asymptotic power of sphericity tests for high-dimensional data

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The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I

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Identifiers

zbMATH Open document ID

1293.62125

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DOI

10.1214/13-AOS1100

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:366967