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On the sphericity test with large-dimensional observations
Large-dimensional data Sphericity test John’stest CLT for linear spectral statistics Large-dimensional sample covariance matrix
2013/4/27
In this paper, we propose corrections to LRT and John's test for sphericity in large-dimension. New formula for the limiting parameters in the CLT for linear spectral statistics of sample covariance m...
On the sphericity of scaling limits of random planar quadrangulations
scaling limits random planar quadrangulations
2009/3/19
We give a new proof of a theorem by Le Gall and Paulin, showing that scaling limits of random planar quadrangulations are homeomorphic to the 2-sphere. The main geometric tool is a reinforcement of th...
For a general linear model, spherical distributions are often considered when errors do not have normal distribution. Several authors[1-3] studied the least squares and James-Stein estimations for a l...
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity
Elliptical densities shape matrix multivariate ranks and signs tests for sphericity local asymptotic normality
2010/4/30
We propose a class of rank-based procedures for testing that the
shape matrix V of an elliptical distribution (with unspecified center
of symmetry, scale and radial density) has some fixed value V0;...