On the sphericity test with large-dimensional observations (Q367207)
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scientific article; zbMATH DE number 6211823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sphericity test with large-dimensional observations |
scientific article; zbMATH DE number 6211823 |
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On the sphericity test with large-dimensional observations (English)
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26 September 2013
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large-dimensional data
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large-dimensional sample covariance matrix
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sphericity
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likelihood ratio test
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John's test
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Nagao's test
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CLT for linear spectral statistics
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spiked population model
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