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Showing 1 to 1 of 1 for “"empirical option"”.
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A Comparative Simulation Study of Robust Estimators of Standard Errors
… is usually of secondary interest; still, some options exist to deal with this variability. One approach is to carefully model the covariance structure. Another approach is robust estimation. In this approach, the covariance structure is estimated from the data. White (1980) introduced a biased, …