On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
Travail de recherche/Working paper
Titre: |
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Auteur: | Hallin, Marc |
Statut de publication: | Publié, 2008 |
series: | ECARES Working papers, 2008_039 |
Sujet CREF: | Economie |
Volumes/pages: | 9 p. |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2008_039 |