Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices
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- Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
References listed on IDEAS
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More about this item
KeywordsMatrix equality; Trace; Determinant; Arithmetic mean; Geometric mean; Harmonic mean; Sandwich covariance matrix; Eigenvalues.;
- 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-ECM-2016-08-21 (Econometrics)
- NEP-ORE-2016-08-21 (Operations Research)
- NEP-SEA-2016-08-21 (South East Asia)
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