Browsing Produção Intelectual em Bases Externas by Title "Asymptotic power of sphericity tests for high-dimensional data"

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    • Asymptotic power of sphericity tests for high-dimensional data 

      Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
      2013-06
      This paper studies the asymptotic power of tests of sphericity against perturbations in a single unknown direction as both the dimensionality of the data and the number of observations go to infinity. We establish the ...