✦ LIBER ✦

CONSISTENT ESTIMATION OF A LIMITING COVARIANCE MATRIX

✍ Scribed by Sunil K. Sapra

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A heteroscedasticity-consistent covarian

✍ David A. Hsieh 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 518 KB

Improved estimation of a patterned covar

✍ Dipak K Dey; Alan E Gelfand 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 478 KB

Minimax estimators of a covariance matri

✍ F Perron 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 552 KB

Consistent estimation of covariation und

✍ Takaki Hayashi; Shigeo Kusuoka 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 201 KB

Bayesian covariance matrix estimation us

✍ Helen Armstrong; Christopher K. Carter; Kin Foon Kevin Wong; Robert Kohn 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 651 KB

Trimmed minimax estimator of a covarianc

✍ Dipak K. Dey; C. Srinivasan 📂 Article 📅 1986 🏛 Springer Japan 🌐 English ⚖ 374 KB