Title:

On the Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of Multivariate i.i.d. Output

Authors:

Patricia Ferreira Ramos (U Lisboa)
Manuel Cabral Morais (U Lisboa)
António Pacheco (European U Viadrina Frankfurt)

Journal:

Statistical Papers

Year:

2016

Volume:

57

Number:

2

Pages:

471-498

JEL code:

C1 - Econometric and Statistical Methods: General

DOI:

10.1007/s00362-015-0663-5