linearmodels.shared.covariance.cov_kernel¶

linearmodels.shared.covariance.cov_kernel(z: ndarray[Any, dtype[float64]], w: ndarray[Any, dtype[float64]]) → ndarray[Any, dtype[float64]][source]¶

Core kernel covariance estimator

Parameters:¶

z: ndarray[Any, dtype[float64]]¶

n by k mean zero data array

w: ndarray[Any, dtype[float64]]¶

m by 1

Returns:¶

k by k kernel asymptotic covariance

Return type:¶

numpy.ndarray