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  • Search: subject:"Sandwich covariance matrix"
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Arithmetic mean 1 Correlation 1 Determinant 1 Eigenvalues 1 Estimation theory 1 Geometric mean 1 Harmonic mean 1 Korrelation 1 Linear algebra 1 Lineare Algebra 1 Matrix equality 1 Sandwich covariance matrix 1 Schätztheorie 1 Trace 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cho, Jin Seo 1 Phillips, Peter C. B. 1
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Journal of econometrics 1
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Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 202 (2018) 1, pp. 45-56
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