Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607)

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scientific article; zbMATH DE number 6048211
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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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