A practitioner's guide to robust covariance matrix estimation
Wouter J. den Haan and Andrew T. Levin
| Year of publication: |
1997
|
|---|---|
| Authors: | Den Haan, Wouter J. |
| Other Persons: | Levin, Andrew T. (contributor) |
| Published in: |
Robust inference. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-82172-4. - 1997, p. 299-342
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001321897