The maximum likelihood estimation in a regression model with heteroscedastic errors is considered. When the design matrices in the model are inappropriately specified, the maximum likelihood estimates of the variances of certain observations are found to be zero irrespective of the observed values,
β¦ LIBER β¦
Measures of Dependence in Semiparametric Heteroscedastic Regression Models
β Scribed by Doksum, K. A.
- Book ID
- 118226869
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1993
- Tongue
- English
- Weight
- 377 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0040-585X
- DOI
- 10.1137/1137067
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