scientific article; zbMATH DE number 192992

MaRDI QIDQ4039873zbMATH OpenFDO

Authors Jan R. Magnus, Heinz Neudecker

Publication date 5 June 1993

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Convergence of the sequence of parameters generated by alternating least squares algorithms
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E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
Assessment of local influence in elliptical linear models with longitudinal structure
Bandwidth selection for a data sharpening estimator in nonparametric regression
Forecasting time series using principal component analysis with respect to instrumental variables
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
A maximum likelihood method for the incidental parameter problem
The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion
On the use of differentials in statistics
A dual approach for matrix-derivatives
A consistent, closed-loop solution for infinite-horizon, linear- quadratic, dynamic Stackelberg games
Numerical solution of linear least-squares problems with linear equality constraints
The second-order bias and mean squared error of nonlinear estimators
Wishart processes
On invariant parametric covariance families
Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
Robust statistics for test-of-independence and related structural models
The variance matrix of sample second-order moments in multivariate linear relations
Diagonally range dominant matrices
Tests of overidentification and predeterminedness in simultaneous equation models
Equivalent models in covariance structure analysis
Asymptotic properties of the growth curve model with covariance components
On covariance estimators of factor loadings in factor analysis
Models for haplotype evolution in a nonstationary population
Informational complexity criteria for regression models.
Stochastic gradient learning in the cobweb model
More higher-order efficiency: Concentration probability
On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
Estimation of censored linear errors-in-variables models
Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions
Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus
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Polynomial cointegration. Estimation and test
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On the use of panel data in stochastic frontier models with improper priors
Nonlinear error propagation law
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Local influence assessment in the growth curve model with unstructured covariance
Branching process models for mutant genes in nonstationary populations
Finite mixtures in confirmatory factor-analysis models
Impulse response analysis in infinite order cointegrated vector autoregressive processes
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Testing multiple equation systems for common nonlinear components
Parameter estimation and hypothesis testing in stationary vector time series
Improving parameter tests in covariance structure analysis
Estimating the arbitrage pricing theory with observed macro factors
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The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
Equivariant minimax dominators of the MLE in the array normal model
Convexity analysis of the largest dependent eigenvalue functions of eigensystems
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Further consequences of viewing LIML as an iterated Aitken estimator.
Inference on one-way effect and evidence in Japanese macroeconomic data
Stochastic policy design in a learning environment with rational expectations.
Simple derivations for two Jacobians of basic importance in multivariate statistics
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
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Jackknife minimum distance estimation.
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A modified Fieller interval for the interval estimation of effective doses for a logistic dose--response curve
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Multiple fibrations in Calabi-Yau geometry and string dualities
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Geometry of free loci and factorization of noncommutative polynomials
Optimal experimental designs for estimating the drug combination index in toxicology
Nested nonnegative cone analysis
On an identification problem on the determination of the parameters of the dynamic system
Spectral properties of a boundary value problem for the discrete beam equation
On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
A test of the long memory hypothesis based on self-similarity
Image modeling based on a 2-D stochastic subspace system identification algorithm
Optimisation of classic photometric stereo by non-convex variational minimisation
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A note on inverse stereographic projection of elliptical distributions
Differentiating the pseudo determinant
A spectral EM algorithm for dynamic factor models
Normative selection of Bayesian networks
Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
Computation of the exact information matrix of Gaussian dynamic regression time series models
GMM inference when the number of moment conditions in large
Structural changes in the cointegrated vector autoregressive model
Laplace approximation for Bessel functions of matrix argument
Analytic derivatives for estimation of linear dynamic models
Laplace approximations for hypergeometric functions with matrix argument
Dynamic properties of the local linearization method for initial value problems.
Notes about the last principal component
Operator trigonometry of statistics and econometrics
The asymptotic variance of the univariate PLS estimator

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