Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models
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Publication:4324726
DOI10.1080/02331888308802408zbMath0808.62061MaRDI QIDQ4324726
Jean-Marc Azaïs, Alexandr E. Bardin, Thierry Dhorne
Publication date: 28 February 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888308802408
numerical example; maximum likelihood estimation; Fisher scoring; restricted maximum likelihood; mixed model; local optimality; non ARMA errors; nonlinear variance model; Rao's MINQE
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62J10: Analysis of variance and covariance (ANOVA)
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Cites Work
- 129. Note: Iterative Solutions of Likelihood Equations
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Least squares estimation in the regression model with autoregressive-moving average errors
- Linear Statistical Inference and its Applications
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