Some properties of Rosen's MLE for general distributions.

DOI10.1016/S0252-9602(17)30424-1zbMath1052.62063OpenAlexW2782585596MaRDI QIDQ5959683

Heng-Jian Cui, Qiu-Hua Chen

Publication date: 18 June 2002

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30424-1

zbMATH Keywords

asymptotic normalityinvariantMLEequivariantmultivariate linear modelconsistent confidence regions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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