Truncation effect on a pseudo maximum likelihood covariance matrix estimator
by Per Johansson
| Year of publication: |
1993
|
|---|---|
| Authors: | Johansson, Per-Olov |
| Institutions: | Umeå universitet (contributor) |
| Publisher: |
Ume°a : Univ. of Ume°a |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 5 S. : graph. Darst |
|---|---|
| Series: | Umeå economic studies. - Ume°ea : [Verlag nicht ermittelbar], ISSN 0348-1018, ZDB-ID 2101117-5. - Vol. 312 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000872957