Sphericity and Identity Test for High-dimensional Covariance Matrix Using Random Matrix Theory

Shou-cheng YUAN, Jie ZHOU, Jian-xin PAN, Jie-qiong SHEN

应用数学学报(英文版) ›› 2021, Vol. 37 ›› Issue (2) : 214-231.

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应用数学学报(英文版) ›› 2021, Vol. 37 ›› Issue (2) : 214-231. DOI: 10.1007/s10255-021-1004-1
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Sphericity and Identity Test for High-dimensional Covariance Matrix Using Random Matrix Theory

    Shou-cheng YUAN1, Jie ZHOU1, Jian-xin PAN2, Jie-qiong SHEN3
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Sphericity and Identity Test for High-dimensional Covariance Matrix Using Random Matrix Theory

    Shou-cheng YUAN1, Jie ZHOU1, Jian-xin PAN2, Jie-qiong SHEN3
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2021, 37(2): 214-231 https://doi.org/10.1007/s10255-021-1004-1
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2021, 37(2): 214-231 https://doi.org/10.1007/s10255-021-1004-1
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