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dc.contributor.authorBirke, Melanieen_US
dc.contributor.authorDette, Holgeren_US
dc.description.abstractWe 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 = ∞.en_US
dc.publisher|aUniv., SFB 475 |cDortmunden_US
dc.relation.ispartofseries|aTechnical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen |x2004,02en_US
dc.subject.keywordsphericity testen_US
dc.subject.keywordrandom matricesen_US
dc.subject.keywordWishart distributionen_US
dc.titleA note on testing the covariance matrix for large dimensionen_US
dc.typeWorking Paperen_US

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