On Some Tests of the Covariance Matrix Under General Conditions

Arjun Gupta and Jin Xu

Annals of the Institute of Statistical Mathematics, 2006, vol. 58, issue 1, 114 pages

Keywords: Covariance matrix; Test statistic; Characteristic function; Canonical correlation; Multiple correlation coefficient (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10463-005-0010-z

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