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

DOI10.1016/j.jmva.2015.05.005zbMath1329.62266OpenAlexW3124630005MaRDI QIDQ495362

Yingying Ma, Hansheng Wang, Wei Lan

Publication date: 10 September 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.005

zbMATH Keywords

hypothesis testinghigh-dimensional datatwo-sample testChina stock marketlatent factor structure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15)

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