Design-free estimation of variance matrices
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Publication:2451793
DOI10.1016/j.jeconom.2014.03.010zbMath1311.62078OpenAlexW3122551211MaRDI QIDQ2451793
Filip Zikes, Walter Distaso, Karim M. Abadir
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/26856
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Eigenvalues, singular values, and eigenvectors (15A18)
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