Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
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Publication:4506036
DOI10.1093/biomet/87.2.425zbMath0954.62091OpenAlexW2075807431MaRDI QIDQ4506036
Publication date: 7 November 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/87.2.425
asymptotic normalityFisher informationvariable selectiondiagnosticsNewton-Raphson algorithmCholesky decompositionunconstrained parameterisation
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