Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
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- Cho, Jin Seo & Phillips, Peter C.B., 2018.
"Pythagorean generalization of testing the equality of two symmetric positive definite matrices,"
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More about this item
KeywordsMatrix equality; Information matrix test; Eigenvalues; Trace; Determinant; Eigenspectrum test; Parametric Bootstrap.;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-02 (All new papers)
- NEP-ECM-2014-08-02 (Econometrics)
- NEP-ORE-2014-08-02 (Operations Research)
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