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

Thomas J. Fisher Xiaoqian Sun Colin M. Gallagher A new test for sphericity of the covariance matrix for high dimensional data. 2554-2570 2010 101 J. Multivariate Analysis 10 http://dx.doi.org/10.1016/j.jmva.2010.07.004 db/journals/ma/ma101.html#FisherSG10