A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10463-024-00902-z.pdf
Reference46 articles.
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3. Baringhaus, L., Kolbe, D. (2015). Two-sample tests based on empirical Hankel transforms. Statistical Papers, 56, 597–617.
4. Baringhaus, L., Taherizadeh, F. (2010). Empirical Hankel transforms and its applications to goodness-of-fit tests. Journal of Multivariate Analysis, 101(6), 1445–1457.
5. Baringhaus, L., Taherizadeh, F. (2013). A KS type test for exponentiality based on empirical Hankel transforms. Communications in Statistics-Theory and Methods, 42(20), 3781–3792.
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