Srivastava, Muni S.; Yanagihara, Hirokazu; Kubokawa, Tatsuya - Center for International Research on the Japanese … - 2014
<p>In this article, we propose tests for covariance matrices of high dimension with fewer observations than the dimension for a general class of distributions with positive definite covariance matrices. In one-sample case, tests are proposed for sphericity and for testing the hypothesis that the...</p>