An exact test about the covariance matrix
Year of publication: |
2014
|
---|---|
Authors: | Gupta, Arjun K. ; Bodnar, Taras |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 125.2014, C, p. 176-189
|
Publisher: |
Elsevier |
Subject: | Covariance matrix | Wishart distribution | Inference procedure |
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