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Online Supplement to ¡°Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices¡±

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  • JIN SEO CHO

    (Yonsei University)

  • PETER C.B. PHILLIPS

    (Yale University University of Auckland, Singapore Management University & University of Southampton)

Abstract

This supplement provides proofs of the subsidiarly lemmas and the main results given in the text of ¡°Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices¡± by Cho and Phillips (2016).

Suggested Citation

  • Jin Seo Cho & Peter C.B. Phillips, 2016. "Online Supplement to ¡°Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices¡±," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute.
    • Handle: RePEc:yon:wpaper:2016rwp-89a
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