Equality tests of covariance matrices under a low-dimensional factor structure
type: Item
instance of: scholarly article
title: Equality tests of covariance matrices under a low-dimensional factor structure
author: Masashi Hyodo
author: Takahiro Nishiyama
author: Hiroki Watanabe
author: Tomoyuki Nakagawa
author: Kouji Tahata
published in: Journal of Multivariate Analysis
publication date: 2025-01-20T00:00:00Z
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 7971514
zbMATH Keywords: high-dimensional testing problem
zbMATH Keywords: loading factor dimensions
MaRDI profile type: Publication
cites work: Q4420195
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DOI: 10.1016/J.JMVA.2024.105397
description: scientific article; zbMATH DE number 7971514