"Exact and asymptotic tests on a factor model in low and large dimensions ..."

Taras Bodnar, Markus Reiß (2016)

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DOI: 10.1016/J.JMVA.2016.05.011

access: open

type: Journal Article

metadata version: 2021-02-17

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Taras Bodnar, Markus Reiß:
Exact and asymptotic tests on a factor model in low and large dimensions with applications. J. Multivar. Anal. 150: 125-151 (2016)

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