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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/248320
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dc.titleSOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
dc.contributor.authorWANG JINGYI
dc.date.accessioned2024-05-07T18:00:26Z
dc.date.available2024-05-07T18:00:26Z
dc.date.issued2024-01-22
dc.identifier.citationWANG JINGYI (2024-01-22). SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA. ScholarBank@NUS Repository.
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/248320
dc.language.isoen
dc.subjectKronecker operator, chi-squared-type-mixture, chi-squared-approximation, k-sample equal-covariance testing, linear hypothesis testing, high dimension
dc.typeThesis
dc.contributor.departmentSTATISTICS & DATA SCIENCE
dc.contributor.supervisorJin-Ting Zhang
dc.description.degreePh.D
dc.description.degreeconferredDOCTOR OF PHILOSOPHY (FOS)
dc.identifier.orcid0009-0003-4100-813X
Appears in Collections:Ph.D Theses (Closed)

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