Large sample theory for a multivariate structural relationship with replication

DOI10.1080/03610928408828815zbMATH Open0568.62051OpenAlexW2063436808MaRDI QIDQ3685013FDOQ3685013

Authors: Yoshiko Isogawa 

Publication date: 1984

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828815

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zbMATH Keywords

asymptotic normalityreplicationincidental parametersasymptotic covariance matrixgeneralized least squares estimatorscorrelated samplesLyapunov central limit theoremmultivariate linear structural relationship

Mathematics Subject Classification ID

Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)

Cites Work

• Linear Statistical Inference and its Applications
• The ultrastructural relation: A synthesis of the functional and structural relations
• Estimation in the presence of incidental parameters
• The linear structural relation for several groups of data

Cited In (1)

• Estimation of a multiplicative correlation structure in the large dimensional case

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