@techreport{Birke2003note,
abstract = {We consider the problem of testing hypotheses regarding the covariance matrix of multivariate
normal data, if the sample size s and dimension n satisfy lim [n,s→∞] n/s = y. Recently,
several tests have been proposed in the case, where the sample size and dimension are of the
same order, that is y ∈ (0,∞). In this paper we consider the cases y = 0 and y = ∞. It is
demonstrated that standard techniques are not applicable to deal with these cases. A new
technique is introduced, which is of its own interest, and is used to derive the asymptotic
distribution of the test statistics in the extreme cases y = 0 and y = ∞.},
address = {Dortmund},
author = {Melanie Birke and Holger Dette},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {310; sphericity test; random matrices; Wishart distribution},
language = {eng},
number = {2004,02},
publisher = {Univ., SFB 475},
title = {A note on testing the covariance matrix for large dimension},
type = {Technical Report // Universit\"{a}t Dortmund, SFB 475 Komplexit\"{a}tsreduktion in Multivariaten Datenstrukturen},
url = {http://hdl.handle.net/10419/49373},
year = {2003}
}
