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Testing Equality of Several Correlation Matrices

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Bibliographic Details
Main Author:	Arjun K. Gupta
Format:	Artículo científico
Language:	en
Published:	Universidad Nacional de Colombia 2013
Subjects:	Física, Astronomía y Matemáticas Cumulants Covariance matrix Correlation matrix Likelihood ratio test Asymptotic null distribution
Online Access:	Acceder al recurso
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