Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
type: Item
instance of: scholarly article
title: Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
zbMATH Open document ID: 1466.62260
author: Shou-cheng Yuan
author: Jie Zhou
author: Jieqiong Shen
author: Jianxin Pan
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2021-05-11T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7347330
zbMATH Keywords: sphericity test
zbMATH Keywords: identity test
zbMATH Keywords: high-dimensional covariance matrix
zbMATH Keywords: spiked model
zbMATH Keywords: spectral distribution
MaRDI profile type: Publication
full work available at URL: s10255-021-1004-1
OpenAlex ID: W3172092805
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DOI: 10.1007/S10255-021-1004-1
description: scientific article; zbMATH DE number 7347330