New alternative statistic for testing several independent samples of correlation matrices in high dimension data
Jennrich Jennrich statistic is one of the existing statistics which is used for testing the equality of several independent samples of correlation matrices. The statistic is gaining considerable importance in several areas of economics and financial markets. In these research areas, the number of v...
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| Format: | Thesis |
| Language: | eng eng eng |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://etd.uum.edu.my/6889/1/DepositPermission_s95832.pdf https://etd.uum.edu.my/6889/2/s95832_01.pdf https://etd.uum.edu.my/6889/3/s95832_02.pdf |
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