EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"contour intgral representation"
Narrow search

Narrow search

Year of publication
Subject
All
asymptotic power 1 contiguity 1 contour intgral representation 1 large dimentionality 1 power enveloppe 1 sphericity tests 1 spiker covariance 1 steepest descent 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Hallin, Marc 1 Moreira J., Marcelo 1 Onatski, Alexei 1
Institution
All
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
Published in...
All
Working Papers ECARES 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Asymptotic Power of Sphericity Tests for High-Dimensional Data
Hallin, Marc; Onatski, Alexei; Moreira J., Marcelo - European Centre for Advanced Research in Economics and … - 2011
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 convergence, under the null hypothesis and the alternative, of the log ratio...
Persistent link: https://www.econbiz.de/10009203555
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...