Open AccessA Practitioner's Guide to Robust Covariance Matrix Estimation
Author(s) -
Wouter J. Den Haan,
Andrew T. Levin
Publication year - 1996
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/t0197
Subject(s) - estimation of covariance matrices , covariance matrix , estimation , covariance , statistics , covariance intersection , mathematics , computer science , econometrics , economics , management