Which robust versions of sample variance and sample covariance are most appropriate for econometrics: Symmetry-based analysis

© 2016 by the Mathematical Association of Thailand. All rights reserved. In many practical situations, we do not know the shape of the corresponding probability distributions and therefore, we need to use robust statistical techniques, i.e., techniques that are applicable to all possible distributio...

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Bibliographic Details
Main Authors: Songsak Sriboonchitta, Ildar Batyrshin, Vladik Kreinovich
Format: Journal
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008422675&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55981
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Institution: Chiang Mai University