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A Noise-Robust Estimator of Vo...
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Robust m tests without consistent estimation of the asymptotic covariance matrix
Kuan, Chung-ming
;
Lee, Wei-Ming
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1264-1275
Persistent link: https://www.econbiz.de/10003375992
Saved in:
2
Theory and Methods - Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
Kuan, Chung-Ming
;
Lee, Wei-Ming
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
475
,
pp. 1264-1275
Persistent link: https://www.econbiz.de/10007292878
Saved in:
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