Open AccessInferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
Author(s) -
Wouter J. Den Haan,
Andrew Levin
Publication year - 1996
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0195
Subject(s) - parametric statistics , estimation of covariance matrices , covariance matrix , estimation , mathematics , statistics , econometrics , covariance , semiparametric model , parametric model , matrix (chemical analysis) , economics , chemistry , management , chromatography
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