A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models

Computational Statistics and Data Analysis

Volumn 45, Issue 3, 2004, Pages 389-421

  Ait Sidi Allal M L ^a   Baccini, A ^b   Mondot, A M ^b  

^a Département du tourisme   (Morocco)

^b INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Association models; Asymptotic covariance matrix of ML estimators; Constrained ML estimators; Contingency tables analysis; Correlation models; Fisher's scoring algorithm

Indexed keywords

ALGORITHMS; DATA REDUCTION; MATHEMATICAL MODELS; MATRIX ALGEBRA;

ASYMPTOTIC COVARIANCE; CORRELATION MODELS;

PARAMETER ESTIMATION;

ALGORITHM; MAXIMUM LIKELIHOOD ANALYSIS;

EID: 1842781692     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(03)00035-5     Document Type: Article

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