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Article: Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size

TitleTesting the sphericity of a covariance matrix when the dimension is much larger than the sample size
Authors
LI, ZYao, JJ
KeywordsJohn’s test
Large dimension
Quasi-likelihood ratio test
Sphericity test
Ultra-dimension
Issue Date2016
PublisherInstitute of Mathematical Statistics. The Journal's web site is located at http://www.imstat.org/ejs
Citation
Electronic Journal of Statistics, 2016, v. 10, p. 2973-3010 How to Cite?
DOI: http://dx.doi.org/10.1214/16-EJS1199
Persistent Identifierhttp://hdl.handle.net/10722/245299
ISSN
1935-7524
2023 Impact Factor: 1.0
2023 SCImago Journal Rankings: 1.256
ISI Accession Number ID
WOS:000390364400040

 

DC FieldValueLanguage
dc.contributor.authorLI, Z-
dc.contributor.authorYao, JJ-
dc.date.accessioned2017-09-18T02:08:10Z-
dc.date.available2017-09-18T02:08:10Z-
dc.date.issued2016-
dc.identifier.citationElectronic Journal of Statistics, 2016, v. 10, p. 2973-3010-
dc.identifier.issn1935-7524-
dc.identifier.urihttp://hdl.handle.net/10722/245299-
dc.languageeng-
dc.publisherInstitute of Mathematical Statistics. The Journal's web site is located at http://www.imstat.org/ejs-
dc.relation.ispartofElectronic Journal of Statistics-
dc.subjectJohn’s test-
dc.subjectLarge dimension-
dc.subjectQuasi-likelihood ratio test-
dc.subjectSphericity test-
dc.subjectUltra-dimension-
dc.titleTesting the sphericity of a covariance matrix when the dimension is much larger than the sample size-
dc.typeArticle-
dc.identifier.emailYao, JJ: jeffyao@hku.hk-
dc.identifier.authorityYao, JJ=rp01473-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1214/16-EJS1199-
dc.identifier.scopuseid_2-s2.0-84994614117-
dc.identifier.hkuros278200-
dc.identifier.volume10-
dc.identifier.spage2973-
dc.identifier.epage3010-
dc.identifier.isiWOS:000390364400040-
dc.publisher.placeUnited States-
dc.identifier.issnl1935-7524-

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