Design-free estimation of variance matrices
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 |
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