Bootstrap estimation of covariance matrices via the percentile method (Q5706719)
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scientific article; zbMATH DE number 2231165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap estimation of covariance matrices via the percentile method |
scientific article; zbMATH DE number 2231165 |
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Bootstrap estimation of covariance matrices via the percentile method (English)
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21 November 2005
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covariance matrix estimation
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\(L\)-estimators
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percentile method
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quantile regression
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empirical distribution
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