Testing for symmetric correlation matrices with applications to factor models (Q6135374)
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scientific article; zbMATH DE number 7731497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for symmetric correlation matrices with applications to factor models |
scientific article; zbMATH DE number 7731497 |
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Testing for symmetric correlation matrices with applications to factor models (English)
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24 August 2023
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cross-correlation function
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exact factor model
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false discovery rate
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high-dimensional time series
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multiple hypotheses testing
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Wald test
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