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Equality tests of covariance matrices under a low-dimensional factor structure - MaRDI portal

Equality tests of covariance matrices under a low-dimensional factor structure (Q6667486)

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scientific article; zbMATH DE number 7971514
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Equality tests of covariance matrices under a low-dimensional factor structure
scientific article; zbMATH DE number 7971514

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    Equality tests of covariance matrices under a low-dimensional factor structure (English)
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    20 January 2025
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    high-dimensional testing problem
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    loading factor dimensions
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