Testing the diagonality of a large covariance matrix in a regression setting
Wei Lan; Ronghua Luo; Chih-Ling Tsai; Hansheng Wang and Yunhong Yang
| Year of publication: |
2015
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|---|---|
| Authors: | Lan, Wei ; Luo, Ronghua ; Tsai, Chih-Ling ; Wang, Hansheng ; Yang, Yunhong |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 1, p. 76-86
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| Subject: | Bias-corrected test | Diagonality test | High-dimensional data | Multivariate analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Korrelation | Correlation | Multivariate Analyse | Regressionsanalyse | Regression analysis | Statistische Methodenlehre | Statistical theory | Varianzanalyse | Analysis of variance | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011389730