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

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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