Equality tests of covariance matrices under a low-dimensional factor structure (Q6667486)
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scientific article; zbMATH DE number 7971514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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