The paper deeh with the effects of incorrectly omitted regreesor variables in a parametric proportional hazard regremion model. By studying condition8 for equality between the eetirnetorn of oorrect end incorrect models i t is demonstrated analytically that euoh canes are not to be expected in pract
โฆ LIBER โฆ
Finite Sample Properties of the Maximum Likelihood Estimator and of Likelihood Ratio Tests in Hidden Markov Models
โ Scribed by S. Michalek; M. Wagner; J. Timmer; W. Vach
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 170 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Small Sample Properties of the Likelihoo
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๐
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๐
1986
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๐
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โ 418 KB
The Asymptotic Covariance Matrix of the
โ
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๐
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๐
1986
๐
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๐
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โ 217 KB
๐ 1 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