The Asymptotic Covariance Matrix and its Use in Simulation Studies

Njål Foldnes; Steffen Grønneberg

doi:10.1080/10705511.2017.1341320

The Asymptotic Covariance Matrix and its Use in Simulation Studies

Structural Equation Modeling A Multidisciplinary Journal ◽

10.1080/10705511.2017.1341320 ◽

2017 ◽

Vol 24 (6) ◽

pp. 881-896 ◽

Cited By ~ 5

Author(s):

Njål Foldnes ◽

Steffen Grønneberg

Keyword(s):

Covariance Matrix ◽

Asymptotic Covariance Matrix ◽

Simulation Studies ◽

Asymptotic Covariance

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A new estimation with minimum trace of asymptotic covariance matrix for incomplete longitudinal data with a surrogate process

Statistics in Medicine ◽

10.1002/sim.5875 ◽

2013 ◽

Vol 32 (27) ◽

pp. 4763-4780

Author(s):

Baojiang Chen ◽

Jing Qin

Keyword(s):

Longitudinal Data ◽

Covariance Matrix ◽

Asymptotic Covariance Matrix ◽

Asymptotic Covariance

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Truncated Estimator of Asymptotic Covariance Matrix in Partially Linear Models with Heteroscedastic Errors

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-006-0330-7 ◽

2006 ◽

Vol 22 (4) ◽

pp. 565-574

Author(s):

Yan-meng Zhao ◽

Jin-hong You ◽

Yong* Zhou

Keyword(s):

Covariance Matrix ◽

Linear Models ◽

Asymptotic Covariance Matrix ◽

Partially Linear Models ◽

Partially Linear ◽

Asymptotic Covariance ◽

Heteroscedastic Errors

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The asymptotic covariance matrix of sample correlation coefficients under general conditions

Linear Algebra and its Applications ◽

10.1016/0024-3795(86)90150-3 ◽

1986 ◽

Vol 82 ◽

pp. 169-176 ◽

Cited By ~ 28

Author(s):

M.W. Browne ◽

A. Shapiro

Keyword(s):

Covariance Matrix ◽

Correlation Coefficients ◽

Asymptotic Covariance Matrix ◽

Asymptotic Covariance ◽

Sample Correlation ◽

General Conditions

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Positive Definiteness of the Asymptotic Covariance Matrix of OLS Estimators in Parsimonious Regressions; Comments on ’Testing a Large Set of Zero Restrictions in Regression Models, With an Application to Mixed Frequency Granger Causality’ by Ghysels, Hill, and Motegi (2020)

SSRN Electronic Journal ◽

10.2139/ssrn.3710358 ◽

2020 ◽

Author(s):

Daisuke Nagakura

Keyword(s):

Granger Causality ◽

Covariance Matrix ◽

Regression Models ◽

Positive Definiteness ◽

Large Set ◽

Asymptotic Covariance Matrix ◽

Mixed Frequency ◽

Asymptotic Covariance

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Testing Over-Identifying Restrictions Without Consistent Estimation of the Asymptotic Covariance Matrix

SSRN Electronic Journal ◽

10.2139/ssrn.1555827 ◽

2009 ◽

Cited By ~ 3

Author(s):

Wei-Ming Lee ◽

Chung-Ming Kuan

Keyword(s):

Covariance Matrix ◽

Asymptotic Covariance Matrix ◽

Consistent Estimation ◽

Asymptotic Covariance

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Hypothesis Testing and Asymptotic Covariance Matrix Estimation

Estimation, Inference and Specification Analysis ◽

10.1017/ccol0521252806.008 ◽

1994 ◽

pp. 166-217

Keyword(s):

Hypothesis Testing ◽

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Asymptotic Covariance Matrix ◽

Matrix Estimation ◽

Asymptotic Covariance

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On the estimation of the asymptotic covariance matrix for the averaged Robbins–Monro algorithm

Comptes Rendus de l Académie des Sciences - Series I - Mathematics ◽

10.1016/s0764-4442(00)01595-0 ◽

2000 ◽

Vol 331 (3) ◽

pp. 255-260 ◽

Cited By ~ 1

Author(s):

Mouna Gahbiche ◽

Mariane Pelletier

Keyword(s):

Covariance Matrix ◽

Asymptotic Covariance Matrix ◽

Asymptotic Covariance

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The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610920802278866 ◽

2009 ◽

Vol 38 (5) ◽

pp. 661-674 ◽

Cited By ~ 1

Author(s):

Jiro Hodoshima

Keyword(s):

Linear Regression ◽

Regression Model ◽

Least Squares ◽

Covariance Matrix ◽

Linear Regression Model ◽

Least Squares Estimator ◽

Symmetric Distribution ◽

Asymptotic Covariance Matrix ◽

Asymptotic Covariance ◽

Elliptically Symmetric Distribution

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The asymptotic covariance matrix of the QMLE in ARMA models

Econometric Reviews ◽

10.1080/07474938.2016.1140287 ◽

2016 ◽

Vol 37 (4) ◽

pp. 309-324 ◽

Cited By ~ 2

Author(s):

Yong Bao

Keyword(s):

Covariance Matrix ◽

Asymptotic Covariance Matrix ◽

Arma Models ◽

Asymptotic Covariance

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The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models

Biometrical Journal ◽

10.1002/bimj.4710280617 ◽

1986 ◽

Vol 28 (6) ◽

pp. 759-762 ◽

Cited By ~ 3

Author(s):

D. G. Bonett ◽

P. M. Bentler ◽

J. A. Woodward

Keyword(s):

Maximum Likelihood ◽

Covariance Matrix ◽

Linear Models ◽

Asymptotic Covariance Matrix ◽

Parameter Estimator ◽

Asymptotic Covariance ◽

Log Linear ◽

Conditional Poisson

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