Displaying 2 results from an estimated 2 matches for "nnve".
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neve
2003 Dec 05
1
Robust Covariance Estimation (NNVE) Package Released
Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE)
Software to carry out robust covariance estimation by Nearest Neighbor
Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)]
is now available for R and Splus. In the simulation studies published in JASA,
this had mean squared error at least 100 times smaller than that of
ot...
2003 Dec 05
1
Robust Covariance Estimation (NNVE) Package Released
Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE)
Software to carry out robust covariance estimation by Nearest Neighbor
Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)]
is now available for R and Splus. In the simulation studies published in JASA,
this had mean squared error at least 100 times smaller than that of
ot...