Asymptotic covariance estimation by Gaussian random perturbation (Q2129607)
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scientific article; zbMATH DE number 7512642
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| English | Asymptotic covariance estimation by Gaussian random perturbation |
scientific article; zbMATH DE number 7512642 |
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Asymptotic covariance estimation by Gaussian random perturbation (English)
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22 April 2022
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covariance matrix estimation
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Gaussian random perturbation
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\(M\)-estimators
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