This paper derives the conditional proÿle restricted likelihood (CPRL) function and likelihood ratio (LR), Lagrange multiplier (LM) and Wald tests of the parameters involved in the covariance matrix of linear regression disturbances based on di erent modiÿed likelihood functions. A Monte Carlo exper
✦ LIBER ✦
Depth estimators and tests based on the likelihood principle with application to regression
✍ Scribed by Christine H. Müller
- Book ID
- 108185430
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 345 KB
- Volume
- 95
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
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