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An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters

โœ Scribed by R Michel


Publisher
Elsevier Science
Year
1975
Tongue
English
Weight
609 KB
Volume
5
Category
Article
ISSN
0047-259X

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The Asymptotic Covariance Matrix of the
โœ Dr. D. G. Bonett; P. M. Bentler; J. A. Woodward ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 217 KB ๐Ÿ‘ 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