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A high dimensional two-sample test under a low dimensional factor structure - MaRDI portal

A high dimensional two-sample test under a low dimensional factor structure (Q495362)

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scientific article; zbMATH DE number 6480463
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A high dimensional two-sample test under a low dimensional factor structure
scientific article; zbMATH DE number 6480463

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    A high dimensional two-sample test under a low dimensional factor structure (English)
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    10 September 2015
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    China stock market
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    high-dimensional data
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    hypothesis testing
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    latent factor structure
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    two-sample test
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