Scandinavian Journal of Statistics, Vol. 26, No. 2 (Jun., 1999), pp. 297-318 (22 pages) Properties of Huber's M-estimators based on estimating equations have been studied extensively and are well ...
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.
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