Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and asymptotic tests on a factor model in low and large dimensions with applications |
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Exact and asymptotic tests on a factor model in low and large dimensions with applications (English)
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18 August 2016
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factor model
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exact test
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asymptotic test
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high-dimensional test
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high-dimensional asymptotics
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precision matrix
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inverse Wishart distribution
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random matrix theory
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