Bootstrap estimation of covariance matrices via the percentile method

J. A. F. Machado, Paulo Parente

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)70-78
Number of pages9
JournalEconometrics Journal
Volume8
Issue number1
DOIs
Publication statusPublished - 2005

Keywords

  • L-estimators
  • Covariance matrix estimation
  • Percentile method
  • Quantile regression

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