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Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
Lan, Wei, Luo, Ronghua, Tsai, Chih-Ling, Wang, Hansheng, Yang, YunhongYear:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2434355
File:
PDF, 160 KB
english, 2014