On the sphericity test with large-dimensional observations
Work
Year: 2013
Type: article
Abstract: In this paper, we propose corrections to the likelihood ratio test and John’s test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistic... more
Source: Electronic Journal of Statistics
Authors Qinwen Wang, Jianfeng Yao
Institution University of Hong Kong
Cites: 35
Cited by: 48
Related to: 10
FWCI: 3.156
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675