Nonlinear modeling of heteroscedastic hierarchical data via ECM algorithm

MaRDI QIDQ4574347zbMATH OpenFDO

Authors Chuoxin Ma, Manling Qian, Maozai Tian

Publication date 18 July 2018

zbMATH Keywords

heteroscedasticityhierarchical modelsECM algorithmMonte Carlo integrationvariance-covariance matrices

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10)

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(2)

• Semiparametric hierarchical model with heteroscedasticity
• An EM algorithm for the estimation of parametric and nonparametric hierarchical nonlinear models

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