𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on the asymptotic covariance matrix of the Yule—Walker estimator

✍ Scribed by Keith Knight

Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
267 KB
Volume
8
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the calculation of a robust S-estimat
On the calculation of a robust S-estimator of a covariance matrix
✍ N. A. Campbell; H. P. Lopuhaä; P. J. Rousseeuw 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 106 KB 👁 2 views

An S-estimator of multivariate location and scale minimizes the determinant of the covariance matrix, subject to a constraint on the magnitudes of the corresponding Mahalanobis distances. The relationship between S-estimators and w-estimators of multivariate location and scale can be used to calcula

The Asymptotic Covariance Matrix of the
The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models
✍ Dr. D. G. Bonett; P. M. Bentler; J. A. Woodward 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB 👁 3 views

The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which