Nearest-neighbor variance estimation (NNVE): Robust covariance estimation via nearest-neighbor cleaning - Comment

被引：1
|
作者：
Soofi, ES [1 ]
Dadpay, A
机构：
[1] Univ Wisconsin, Sch Business Adm, Milwaukee, WI 53201 USA
[2] Univ Wisconsin, Ctr Res Int Econ, Milwaukee, WI 53201 USA
[3] Univ Wisconsin, Dept Econ, Milwaukee, WI 53201 USA
来源：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2002年 / 97卷 / 460期
关键词：
D O I：
10.1198/016214502388618816
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：1012 / 1014
页数：3
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