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Inferential Statisticshard
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In the context of M-estimation, if an estimator θ^\hat{\theta}θ^ is defined as the root of ∑i=1nψ(Xi,heta^)=0\sum_{i=1}^n \psi(X_i, \hat{ heta}) = 0∑i=1n​ψ(Xi​,heta^)=0, what does the 'sandwich' covariance estimator V^=1nA−1BA−1\hat{V} = \frac{1}{n} A^{-1} B A^{-1}V^=n1​A−1BA−1 represent?