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

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

Acta Mathematicae Applicatae Sinica(English Series) . 2021, (2): 214 -231 . DOI: 10.1007/s10255-021-1004-1