Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607)
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scientific article; zbMATH DE number 6048211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference about clustering and parametric assumptions in covariance matrix estimation |
scientific article; zbMATH DE number 6048211 |
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Inference about clustering and parametric assumptions in covariance matrix estimation (English)
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20 June 2012
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covariance matrix estimator
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cluster-robust
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heteroskedasticity-robust
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power
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size
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finite samples
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0.9088444
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0.89565796
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0.88926166
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0.8868842
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0.8760241
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0.8697048
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0.8676403
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