Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

Olivier Ledoit and Michael Wolf

Year of publication:	21 Nov. 2001 ; [Elektronische Ressource]
Other Persons:	Ledoit, Olivier (contributor) ; Wolf, Michael (contributor)
Institutions:	Universitat Pompeu Fabra / Departament d'Economia i Empresa (contributor)
Publisher:	Barcelona : Dep. d'Economia i Empresa, UPF
Subject:	Statistischer Test \| Statistical test \| Korrelation \| Correlation

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