A Practitioner's Guide to Robust Covariance Matrix Estimation
Year of publication: |
1996-06
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Authors: | Levin, Andrew Theo ; Haan, Wouter J. Den |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | EFG published as Handbook of Statistics 15. edited by G.S. Maddala and C.R. Rao, 1997 Number 0197 |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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