A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
type: Item
instance of: scholarly article
title: A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
author: Q6083198
author: B. Milošević
published in: Annals of the Institute of Statistical Mathematics
publication date: 2024-10-14T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7925558
zbMATH Keywords: Hankel transform
zbMATH Keywords: Wishart distribution
zbMATH Keywords: inverse Wishart distribution
zbMATH Keywords: stability of cryptomarkets
MaRDI profile type: Publication
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DOI: 10.1007/S10463-024-00902-Z
description: scientific article; zbMATH DE number 7925558