A test for Kronecker product structure covariance matrix (Q2688652): Difference between revisions

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Revision as of 09:05, 5 March 2024

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A test for Kronecker product structure covariance matrix
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    A test for Kronecker product structure covariance matrix (English)
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    3 March 2023
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    covariance matrix
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    heteroskedasticity
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    invariance
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    Kronecker product structure
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    linear instrumental variables regression model
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    reduced rank
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    weak identification
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