ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
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Publication:2981825
DOI10.1017/S026646661500033XzbMath1442.62754arXiv1404.1310MaRDI QIDQ2981825
David Preinerstorfer, Benedikt M. Pötscher
Publication date: 10 May 2017
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.1310
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
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