Size matters: covariance matrix estimation under the alternative (Q5433627)
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scientific article; zbMATH DE number 5224488
Language | Label | Description | Also known as |
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English | Size matters: covariance matrix estimation under the alternative |
scientific article; zbMATH DE number 5224488 |
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Size matters: covariance matrix estimation under the alternative (English)
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9 January 2008
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power
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generalized mehtod of moments
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overidentifying restrictions
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