Broda, Simon A 2019 <jats:title>Summary</jats:title> <jats:p>This manuscript considers locally best invariant tests for sphericity in heterogeneous panels. A new integral representation for the characteristic function of the test statistic under the null is presented, along with an algorithm for inverting it to obtain the distribution function. A saddlepoint approximation to the null distribution addresses the need to quickly compute approximate $p$-values in empirical work. The approximation shows substantial improvements over the normal approximation when the cross-sectional dimension is small.</jats:p> https://sonar.ch/global/documents/64590 eng info:eu-repo/semantics/altIdentifier/doi/10.1093/biomet/asz018 info:eu-repo/semantics/altIdentifier/issn/0006-3444 Biometrika. - Oxford University Press (OUP). - 2019, vol. 106, no. 3, p. 740-747 Agricultural and Biological Sciences (miscellaneous) Statistics, Probability and Uncertainty Statistics and Probability Applied Mathematics General Agricultural and Biological Sciences General Mathematics Testing for individual sphericity in heterogeneous panels http://purl.org/coar/resource_type/c_6501