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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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Optimal rank-based testing for principal component
Hallin, Marc
;
Paindaveine, Davy
;
Verdebout, Thomas
-
European Centre for Advanced Research in Economics and …
-
2009
This paper provides parametric and rank-based optimal
tests
for
eigenvectors
and eigenvalues of covariance or scatter …
Persistent link: https://www.econbiz.de/10005248370
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