Efficiency of covariance matrix estimators for maximum likelihood estimation
Jack Porter
| Year of publication: |
2002
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|---|---|
| Authors: | Porter, Jack |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 3, p. 431-440
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| Subject: | Simulation | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
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