A Note on the Efficiency of Sandwich Covariance Matrix Estimation
The sandwich estimator, also known as robust covariance matrix estimator, heteroscedasticity-consistent covariance matrix estimate, or empirical covariance matrix estimator, has...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 595
- Institution
- National Institute of Environmental Health Sciences
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- ORCID
- 0000-0003-0742-7835
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.