A note on the information matrix of the multivariate normal distribution
From MaRDI portal
Publication:1221455
DOI10.1016/0304-4076(75)90066-4zbMath0315.62015OpenAlexW2076091148MaRDI QIDQ1221455
Publication date: 1975
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(75)90066-4
Related Items
The Elimination Matrix: Some Lemmas and Applications ⋮ The use of generalized inverses in restricted maximum likelihood ⋮ The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions ⋮ Local identifiability of the factor analysis and measurement error model parameter ⋮ Limited information estimators and exogeneity tests for simultaneous probit models ⋮ Simultaneous equations with covariance restrictions ⋮ On the efficient estimation of simultaneous equations with covariance restrictions ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions ⋮ Fisher information, prior probabilities, and the state determination of spin-1/2 and spin-1 systems ⋮ Identifiability criteria for Muth-rational expectations models ⋮ A note on the maximum likelihood estimation of allocation systems
Cites Work
