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Minimum Norm Invariant Quadratic Estimation of a Covariance Matrix in Linear Model

โœ Scribed by Yogendra P. Chaubey


Publisher
John Wiley and Sons
Year
1982
Tongue
English
Weight
239 KB
Volume
24
Category
Article
ISSN
0323-3847

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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