Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Year of publication: |
January 2018
|
---|---|
Authors: | Cho, Jin Seo ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 1, p. 45-56
|
Subject: | Matrix equality | Trace | Determinant | Arithmetic mean | Geometric mean | Harmonic mean | Sandwich covariance matrix | Eigenvalues |
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