Parameter estimation for models with unknown parameters in variance

Communications in Statistics - Theory and Methods

Volumn 33, Issue 11, 2004, Pages 2627-2657

  Fedorov, Valerii V ^a   Leonov, Sergei L ^a  

^a GLAXOSMITHKLINE   (United States)

Author keywords

Iteratively reweighted estimators; Maximum likelihood; Multiple responses; Unknown parameters in variance

Indexed keywords

ALGORITHMS; ESTIMATION; ITERATIVE METHODS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; THEOREM PROVING;

ITERATIVELY REWEIGHTED ESTIMATORS; MAXIMUM LIKELIHOOD; MULTIPLE RESPONSES; UNKNOWN PARAMETERS IN VARIANCE;

PARAMETER ESTIMATION;

EID: 11444263024     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-200037917     Document Type: Article

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