A Note on a Statistical Hypothesis Testing for Removing Noise by the Random Matrix Theory, and Its Application to Co-Volatility Matrices
Year of publication: |
2010
|
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Authors: | Morimoto, Takayuki |
Other Persons: | Tachibana, Kanta (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Statistischer Test | Statistical test | Lineare Algebra | Linear algebra | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1501013 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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