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- W3000652261 abstract "This paper discusses the problem of testing the sphericity of population covariance matrix when the sample size n and the dimensionality p both tend to infinity with p / n → c ∈ (0,1). A new test statistic is presented by utilizing an inequality, and asymptotic properties of the proposed statistic are derived for generally distributed population under the null hypothesis. Numerical simulations demonstrate that the proposed statistic has a significant improvement on test powers under the alternative hypothesis by comparing with some congeneric statistics." @default.
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- W3000652261 date "2020-01-01" @default.
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- W3000652261 title "Improvement of sphericity test for large-dimensional covariance matrix" @default.
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