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On the asymptotic distribution of multivariate M-estimates

✍ Scribed by Raymond J Carroll


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
478 KB
Volume
8
Category
Article
ISSN
0047-259X

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Asymptotic Properties of the Estimators
✍ S. Remadi; Y. Amemiya πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 736 KB

Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu