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Maximum entropy measurement error estimates of singular covariance matrices in undersized samples

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  • Vinod, H. D.

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  • Vinod, H. D., 1982. "Maximum entropy measurement error estimates of singular covariance matrices in undersized samples," Journal of Econometrics, Elsevier, vol. 20(2), pages 163-174, November.
    • Handle: RePEc:eee:econom:v:20:y:1982:i:2:p:163-174
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    Cited by:

    1. Reagle, Derrick P. & Vinod, H. D., 2003. "Inference for negativist theory using numerically computed rejection regions," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 491-512, March.
    2. B. L. S. Prakasa Rao & T. Krishna Kumar, 2021. "On Some Characterizations of Probability Distributions with Applications in Econometrics: A Centennial Tribute to CR Rao," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 181-205, June.
    3. Yuan, Ke-Hai & Chan, Wai, 2008. "Structural equation modeling with near singular covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4842-4858, June.
    4. Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(2), pages 367-397, August.
    5. B. Bhargavarama Sarma & B. Shoba, 2022. "Consistent estimation in measurement error models with near singular covariance," Indian Journal of Pure and Applied Mathematics, Springer, vol. 53(1), pages 32-48, March.
    6. Ledoit, Olivier & Wolf, Michael, 2004. "A well-conditioned estimator for large-dimensional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 365-411, February.

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