Efficiency of covariance matrix estimators for maximum likelihood estimation

Journal of Business and Economic Statistics

Volumn 20, Issue 3, 2002, Pages 431-440

  Porter, Jack ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

Semiparametric efficiency; Simulation estimation; Variance estimation

Indexed keywords

EID: 0035998180     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618559     Document Type: Article

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