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Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"

Jin Seo Cho () and Peter Phillips

No 2016rwp-89a, Working papers from Yonsei University, Yonsei Economics Research Institute

Abstract: This supplement provides proofs of the subsidiarly lemmas and the main results given in the text of "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" by Cho and Phillips (2016).

Pages: 21pages
Date: 2016-08
New Economics Papers: this item is included in nep-ecm and nep-sea
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