Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
Year of publication: |
2014-07
|
---|---|
Authors: | CHO, JIN SEO ; WHITE, HALBERT |
Institutions: | Economic Research Institute, College of Business and Economics |
Subject: | Matrix equality | Information matrix test | Eigenvalues | Trace | Determinant | Eigenspectrum test | Parametric Bootstrap |
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