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Article: Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
Title | Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size |
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Authors | |
Keywords | John’s test Large dimension Quasi-likelihood ratio test Sphericity test Ultra-dimension |
Issue Date | 2016 |
Publisher | Institute 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? |
Persistent Identifier | http://hdl.handle.net/10722/245299 |
ISSN | 2023 Impact Factor: 1.0 2023 SCImago Journal Rankings: 1.256 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | LI, Z | - |
dc.contributor.author | Yao, JJ | - |
dc.date.accessioned | 2017-09-18T02:08:10Z | - |
dc.date.available | 2017-09-18T02:08:10Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Electronic Journal of Statistics, 2016, v. 10, p. 2973-3010 | - |
dc.identifier.issn | 1935-7524 | - |
dc.identifier.uri | http://hdl.handle.net/10722/245299 | - |
dc.language | eng | - |
dc.publisher | Institute of Mathematical Statistics. The Journal's web site is located at http://www.imstat.org/ejs | - |
dc.relation.ispartof | Electronic Journal of Statistics | - |
dc.subject | John’s test | - |
dc.subject | Large dimension | - |
dc.subject | Quasi-likelihood ratio test | - |
dc.subject | Sphericity test | - |
dc.subject | Ultra-dimension | - |
dc.title | Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size | - |
dc.type | Article | - |
dc.identifier.email | Yao, JJ: jeffyao@hku.hk | - |
dc.identifier.authority | Yao, JJ=rp01473 | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1214/16-EJS1199 | - |
dc.identifier.scopus | eid_2-s2.0-84994614117 | - |
dc.identifier.hkuros | 278200 | - |
dc.identifier.volume | 10 | - |
dc.identifier.spage | 2973 | - |
dc.identifier.epage | 3010 | - |
dc.identifier.isi | WOS:000390364400040 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 1935-7524 | - |