Design-free estimation of variance matrices
Karim M. Abadir; Walter Distaso; Filip Žikeš
| Year of publication: |
2014
|
|---|---|
| Authors: | Abadir, Karim Maher ; Distaso, Walter ; Žikeš, Filip |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 181.2014, 2, p. 165-180
|
| Subject: | Variance matrices | Ill-conditioning | Mean squared error | Mean absolute deviations | Resampling | UU-statistics | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance | Lineare Algebra | Linear algebra |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010473319