JOURNAL ARTICLE

Testing Equality of Covariance Matrices via Pythagorean Means

Jin Seo ChoPeter C.B. Phillips

Year: 2014 Journal:   SSRN Electronic Journal   Publisher: RELX Group (Netherlands)
Keywords:
Pythagorean theorem Covariance Mathematics Law of total covariance Covariance intersection Estimation of covariance matrices Statistics

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Cited By
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FWCI (Field Weighted Citation Impact)
50
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Citation History

Topics

Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability
Mathematical Inequalities and Applications
Physical Sciences →  Mathematics →  Applied Mathematics
Statistical and numerical algorithms
Physical Sciences →  Mathematics →  Applied Mathematics

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