"A robust test for sphericity of high-dimensional covariance matrices."

Xintao Tian, Yuting Lu, Weiming Li (2015)

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DOI: 10.1016/J.JMVA.2015.07.010

access: open

type: Journal Article

metadata version: 2021-02-17

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Xintao Tian, Yuting Lu, Weiming Li:
A robust test for sphericity of high-dimensional covariance matrices. J. Multivar. Anal. 141: 217-227 (2015)

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