A Note on Testing the Covariance Matrix for Large Dimension
| dc.contributor.author | Birke, Melanie | de |
| dc.contributor.author | Dette, Holger | de |
| dc.date.accessioned | 2004-12-06T18:38:37Z | |
| dc.date.available | 2004-12-06T18:38:37Z | |
| dc.date.issued | 2004 | de |
| dc.format.extent | 110533 bytes | |
| dc.format.extent | 243979 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/2003/4858 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15067 | |
| dc.language.iso | en | de |
| dc.publisher | Universitätsbibliothek Dortmund | de |
| dc.subject.ddc | 310 | de |
| dc.title | A Note on Testing the Covariance Matrix for Large Dimension | en |
| dc.type | Text | de |
| dc.type.publicationtype | report | en |
| dcterms.accessRights | open access | |
| eldorado.dnb.deposit | true |
