Sphericity and Identity Test for High-dimensional Covariance Matrix Using Random Matrix Theory
Crossref DOI link: https://doi.org/10.1007/s10255-021-1004-1
Published Online: 2021-04-24
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yuan, Shou-cheng
Zhou, Jie
Pan, Jian-xin
Shen, Jie-qiong
Text and Data Mining valid from 2021-04-01
Version of Record valid from 2021-04-01
Article History
Received: 20 September 2019
Accepted: 25 November 2020
First Online: 24 April 2021