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.