On Some Tests of the Covariance Matrix Under General Conditions
| Year of publication: |
2006
|
|---|---|
| Authors: | Gupta, Arjun ; Xu, Jin |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 58.2006, 1, p. 101-114
|
| Publisher: |
Springer |
| Subject: | Covariance matrix | Test statistic | Characteristic function | Canonical correlation | Multiple correlation coefficient |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395716