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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主要作者: Atiany, Tareq A.M.
格式: Thesis
语言:eng
eng
eng
出版: 2018
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在线阅读: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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