On the sphericity test with large-dimensional observations

On the sphericity test with large-dimensional observations

A new test for sphericity of the covariance matrix for high dimensional data

AMS subject classifications: 62H10 62H15 Keywords: Covariance matrix Hypothesis testing High-dimensional data analysis a b s t r a c t In this paper we propose a new test procedure for sphericity of the covariance matrix when the dimensionality, p, exceeds that of the sample size, N = n + 1. Under the assumptions that (A) 0 < trΣ the concentration, a new statistic is developed utilizing the rat...

the relationship between eq, iq and test format: a study on test fairness

the major aim of this study was to investigate the relationship between iq, eq and test format in the light of test fairness considerations. this study took this relationship into account to see if people with different eq and iq performed differently on different test formats. to this end, 90 advanced learners of english form college of ferdowsi university of mashhad were chosen. they were ask...

The block-matrix sphericity test – exact and near-exact distributions for the test statistic

In this work near-exact distributions for the likelihood ratio test (l.r.t.) statistic to test the one sample block-matrix sphericity hypothesis are developed under the assumption of multivariate normality. Using a decomposition of the null hypothesis in two null hypotheses, one for testing the independence of the k groups of variables and the other one for testing the equality of the k block d...

Some Observations on the Scree Test,

The scree test for the number of factors dates back to Cattell (1966). Cattell reported that the process which led to the development of the scree test was one which had him extracting the principal components of correlation matrices, and then looking for ―...various signs...‖ in the resultant eigenvalues (which he preferred to call latent roots). Writing in response to a request from Current