"A new test for sphericity of the covariance matrix for high dimensional data."

Thomas J. Fisher, Xiaoqian Sun, Colin M. Gallagher (2010)

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DOI: 10.1016/J.JMVA.2010.07.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Thomas J. Fisher, Xiaoqian Sun, Colin M. Gallagher:
A new test for sphericity of the covariance matrix for high dimensional data. J. Multivar. Anal. 101(10): 2554-2570 (2010)

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