A note on the efficiency of sandwich covariance matrix estimation

Kauermann, G. and Carroll, R.J. (2001) A note on the efficiency of sandwich covariance matrix estimation. Journal of the American Statistical Association, 96, pp. 1387-1396.

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Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Carroll, Mr Robert
Authors: Kauermann, G., and Carroll, R.J.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Journal of the American Statistical Association

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