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Multivariate linear regression with non-normal errors: a

✍ Scribed by Gabriele Soffritti; Giuliano Galimberti


Publisher
Springer US
Year
2010
Tongue
English
Weight
567 KB
Volume
21
Category
Article
ISSN
0960-3174

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For multivariate nonlinear regression and multivariate generalized linear regression models, with repeated measurements and possible missing values, we derive the asymptotic normality of a general estimating equations estimator of the regression matrix. We also provide consistent estimators of the c