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 Date: 2012-03-25 19:15:15Singular value decomposition Linear algebra Matrix theory Design of experiments Eigenvalues and eigenvectors Variance Matrix Covariance matrix Model theory Statistics Algebra Data analysis |
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Working Paper[removed]A Simple One-Sided Test When the Covariance Matrix Has Non-Negative Eigenvectors Zeng-Hua Lu Centre for Regulation and Market Analysis,