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Asymptotic power of sphericity tests for high-dimensional data - MaRDI portal

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

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

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    Asymptotic power of sphericity tests for high-dimensional data (English)
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    25 September 2013
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    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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