- Tytuł:
- Likelihood and parametric heteroscedasticity in normal connected linear models
- Autorzy:
-
Mexia, Joao
Real, Pedro - Powiązania:
- https://bibliotekanauki.pl/articles/729942.pdf
- Data publikacji:
- 2000
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
linear model
connected model
normal model
maximum likelihood estimators
score function
Newton-Raphson method - Opis:
- A linear model in which the mean vector and covariance matrix depend on the same parameters is connected. Limit results for these models are presented. The characteristic function of the gradient of the score is obtained for normal connected models, thus, enabling the study of maximum likelihood estimators. A special case with diagonal covariance matrix is studied.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 177-188
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł