SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA

Ph.D

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Bibliographic Details
Main Author:	WANG JINGYI
Other Authors:	STATISTICS & DATA SCIENCE
Format:	Theses and Dissertations
Language:	English
Published:	2024
Subjects:	Kronecker operator, chi-squared-type-mixture, chi-squared-approximation, k-sample equal-covariance testing, linear hypothesis testing, high dimension
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/248320
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-2483202024-05-07T18:00:26Z SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA WANG JINGYI STATISTICS & DATA SCIENCE Jin-Ting Zhang Kronecker operator, chi-squared-type-mixture, chi-squared-approximation, k-sample equal-covariance testing, linear hypothesis testing, high dimension Ph.D DOCTOR OF PHILOSOPHY (FOS) 2024-05-07T18:00:26Z 2024-05-07T18:00:26Z 2024-01-22 Thesis WANG JINGYI (2024-01-22). SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/248320 0009-0003-4100-813X en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	Kronecker operator, chi-squared-type-mixture, chi-squared-approximation, k-sample equal-covariance testing, linear hypothesis testing, high dimension
spellingShingle	Kronecker operator, chi-squared-type-mixture, chi-squared-approximation, k-sample equal-covariance testing, linear hypothesis testing, high dimension WANG JINGYI SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
description	Ph.D
author2	STATISTICS & DATA SCIENCE
author_facet	STATISTICS & DATA SCIENCE WANG JINGYI
format	Theses and Dissertations
author	WANG JINGYI
author_sort	WANG JINGYI
title	SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
title_short	SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
title_full	SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
title_fullStr	SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
title_full_unstemmed	SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
title_sort	some tests for high dimensional covariance matrices with applications to financial data
publishDate	2024
url	https://scholarbank.nus.edu.sg/handle/10635/248320
_version_	1800916076281724928

SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA

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