Find an orthogonal matrix T whose first row is t1 = n1/2, . . . ,

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Find an orthogonal matrix T whose first row is t1 =

¡

n−1/2, . . . , n−1/2

¢

.

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Optimal Statistical Inference In Financial Engineering

ISBN: 9781584885917

1st Edition

Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

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