High-dimensional sphericity test by extended likelihood ratio

DOI10.1007/s00184-021-00816-3zbMath1496.62100OpenAlexW3153979494MaRDI QIDQ2051523

Xingzhong Xu, Zhendong Wang

Publication date: 24 November 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-021-00816-3

zbMATH Keywords

central limit theoremsphericity testhigh-dimensional covariance matrixextended likelihood ratio

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Cites Work

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