A high dimensional two-sample test under a low dimensional factor structure (Q495362)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A high dimensional two-sample test under a low dimensional factor structure |
scientific article |
Statements
A high dimensional two-sample test under a low dimensional factor structure (English)
0 references
10 September 2015
0 references
China stock market
0 references
high-dimensional data
0 references
hypothesis testing
0 references
latent factor structure
0 references
two-sample test
0 references
0 references