The Exact Distribution of LIML: I (Q3809044): Difference between revisions
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Latest revision as of 22:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Exact Distribution of LIML: I |
scientific article |
Statements
The Exact Distribution of LIML: I (English)
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1984
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limited information maximum likelihood (LIML) estimator
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known error covariance matrix
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simultaneous equations econometric model
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multivariate Cauchy distribution
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smallest latent roots
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central Wishart matrix
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matrix ratio of two independent Wishart matrices
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