Testing the equality of matrix distributions
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DOI: 10.1007/s10260-019-00477-7
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- Žikica Lukić & Bojana Milošević, 2024. "A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 76(5), pages 797-820, October.
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Keywords
Matrix distribution; Matrix normal; Homogeneity; Frobenius norm;All these keywords.
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