An exact test for a column of the covariance matrix based on a single observation
Year of publication: |
2013
|
---|---|
Authors: | Bodnar, Taras ; Gupta, Arjun |
Published in: |
Metrika. - Springer. - Vol. 76.2013, 6, p. 847-855
|
Publisher: |
Springer |
Subject: | Covariance matrix | Singular Wishart distribution | Skew normal distribution | Inference procedure |
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