Equality tests of covariance matrices under a low-dimensional factor structure
| Autor: | Hyodo, Masashi, Nishiyama, Takahiro, Watanabe, Hiroki, Nakagawa, Tomoyuki, Tahata, Kouji |
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| Zdroj: | In Journal of Multivariate Analysis March 2025 206 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect