Independence Test for High Dimensional Random Vectors

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Bibliografski detalji
Izdano u:	arXiv.org (May 30, 2012), p. n/a
Glavni autor:	Pan, G M
Daljnji autori:	Gao, J, Yang, Y, Guo, M
Izdano:	Cornell University Library, arXiv.org
Teme:	New York Stock Exchange > NYSE Estimating techniques Covariance matrix Spatial data Arches Stock exchanges Characteristic functions Dependence Computer simulation Economic models
Online pristup:	Citation/Abstract Full text outside of ProQuest
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