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WebOne-sample tests for covariance matrices A multiple-sample test for covariance matrices One-sample tests for covariance matrices Let the sample consist of N i.i.d. observations, x i, i= 1;:::;N, from a k-variate multivariate normal distribution, MVNk( ; ), with sample mean x = 1=N P N i=1 x i, sample covariance matrix S = 1=N P N i=1 (x i x)(x WebJan 1, 2024 · This paper investigates the global and local interest in internet information about cryptocurrency and the Nigeria central bank digital currency which is also known as eNaira. Granger causality test and GMM coefficient matrix methodologies were used. The findings reveal that there is sustained increase in global and local interest in internet … how is peroxide made
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