A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
Author:
Affiliation:
1. Institute of Mathematics, University of Tsukuba, Ibaraki, Japan;
2. Graduate School of Pure and Applied Sciences, University of Tsukuba, Ibaraki, Japan
Funder
Grants-in-Aid
Japan Society
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474946.2018.1548850
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