Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/49373 
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dc.contributor.authorBirke, Melanieen
dc.contributor.authorDette, Holgeren
dc.date.accessioned2011-09-06T11:45:34Z-
dc.date.available2011-09-06T11:45:34Z-
dc.date.issued2003-
dc.identifier.urihttp://hdl.handle.net/10419/49373-
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
dc.language.isoengen
dc.publisher|aUniversität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |cDortmunden
dc.relation.ispartofseries|aTechnical Report |x2004,02en
dc.subject.ddc519en
dc.subject.keywordsphericity testen
dc.subject.keywordrandom matricesen
dc.subject.keywordWishart distributionen
dc.titleA note on testing the covariance matrix for large dimension-
dc.typeWorking Paperen
dc.identifier.ppn823996093en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb475:200402en

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