Likelihood and parametric heteroscedasticity in normal connected linear models

DOI10.7151/DMPS.1010MaRDI QIDQ2718377zbMATH OpenOpenAlexFDO

Authors Pedro Corte Real, João Tiago Mexia

Publication date 3 October 2001

Published in Discussiones Mathematicae. Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/06a0aeaddfee69a7768a842500b8edeef8c98218

zbMATH Keywords

connected modelslinear modelmaximum likelihood estimatorsNewton-Raphson methodnormal modelscore function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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