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The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model

✍ Scribed by John L. Knight; Stephen E. Satchell

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
469 KB
Volume
50
Category
Article
ISSN
0378-3758

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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