Generalized maximum likelihood estimators for ranked means
β Scribed by Edward J. Dudewicz
- Publisher
- Springer
- Year
- 1976
- Tongue
- English
- Weight
- 591 KB
- Volume
- 35
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract In previous work by Stoica and Viberg the reducedβrank regression problem is solved in a maximum likelihood sense. The present paper proposes an alternative numerical procedure. The solution is written in terms of the principal angles between subspaces spanned by the data matrices. It i
For a stationary ergodic self-exciting threshold autoregressive model with single threshold parameter, Chan (1993) obtained the consistency and limiting distribution of the least-squares estimator for the underlying true parameters. In this paper, we derive the similar results for the maximum likeli