Abstract
A linear model in which the mean vector and covariance matrix depend on the sameparameters is connected. Limit results for these models are presented. The characteristicfunction of the gradient of the score is obtained for normal connected models, thus,enabling the study of maximum likelihood estimators. A special case with diagonal covariancematrix is studied.
| Original language | English |
|---|---|
| Pages (from-to) | 177-188 |
| Number of pages | 12 |
| Journal | Discussiones Mathematicae: Probability and Statistics |
| Volume | 20 |
| Issue number | 2 |
| Publication status | Published - 1 Jan 2000 |
Keywords
- linear model
- connected model
- normal model
- maximum likelihood estimators
- score function
- Newton-Raphson method
- connected models