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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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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