Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Xinxin Yang, Xinghua Zheng, Jiaqi Chen
| Year of publication: |
2021
|
|---|---|
| Authors: | Yang, Xinxin ; Zheng, Xinghua ; Chen, Jiaqi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 2, p. 409-423
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| Subject: | Central limit theorem | Covariance matrix | Elliptical model | High-dimension | Linear spectral statistics | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Varianzanalyse | Analysis of variance | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.05.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619243