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A two-stage plug-in bandwidth selection and its implementation for covariance estimation
Hirukawa, Masayuki
- In:
Econometric theory
26
(
2010
)
3
,
pp. 710-743
Persistent link: https://www.econbiz.de/10003992426
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A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION
Hirukawa, Masayuki
- In:
Econometric theory
26
(
2010
)
3
,
pp. 710-744
Persistent link: https://www.econbiz.de/10008415358
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