| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146156 | Journal of Multivariate Analysis | 2010 | 17 Pages |
Abstract
In this paper we propose a new test procedure for sphericity of the covariance matrix when the dimensionality, pp, exceeds that of the sample size, N=n+1N=n+1. Under the assumptions that (A) 0
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Thomas J. Fisher, Xiaoqian Sun, Colin M. Gallagher,