Open AccessA Test for Kronecker Product Structure Covariance Matrix
Author(s) -
Patrik Guggenberger,
Frank Kleibergen,
Sophocles Mavroeidis
Publication year - 2021
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3847642
Subject(s) - kronecker product , test (biology) , mathematics , covariance matrix , product (mathematics) , covariance , matrix (chemical analysis) , kronecker delta , statistics , physics , materials science , geology , quantum mechanics , composite material , paleontology , geometry
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