A high dimensional two-sample test under a low dimensional factor structure (Q495362)
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scientific article; zbMATH DE number 6480463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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