Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series

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Publication:1822435

DOI10.1016/0047-259X(87)90083-2zbMath0618.62089MaRDI QIDQ1822435

Yanyan Li

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)




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