The following pages link to T. W. Anderson (Q262788):
Displaying 50 items.
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- Goodness of fit tests for spectral distributions (Q688386) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- The LIML estimator has finite moments! (Q736531) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Estimating linear statistical relationships (Q795440) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- Asymptotic chi-square tests for a large class of factor analysis models (Q918606) (← links)
- Best invariant estimation of a direction parameter (Q1069240) (← links)
- Maximum-likelihood estimation of the parameters of a multivariate normal distribution (Q1071428) (← links)
- Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance (Q1094787) (← links)
- The asymptotic normal distribution of estimators in factor analysis under general conditions (Q1103997) (← links)
- The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209) (← links)
- Evaluation of the expected value of a determinant (Q1120932) (← links)
- An inequality for a sum of quadratic forms with applications to probability theory (Q1139648) (← links)
- Unique factorization of products of bivariate normal cumulative distribution functions (Q1144857) (← links)
- Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
- A new proof of admissibility of tests in the multivariate analysis of variance (Q1171853) (← links)
- Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832) (← links)
- Testing dimensionality in the multivariate analysis of variance (Q1186629) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696) (← links)
- Asymptotically efficient estimation of covariance matrices with linear structure (Q1213710) (← links)
- Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure (Q1227429) (← links)
- Strong consistency of least squares estimates in normal linear regression (Q1231359) (← links)
- Estimation for autoregressive moving average models in the time and frequency domains (Q1242636) (← links)
- The generalized variance of a stationary autoregressive process (Q1245522) (← links)
- Hsu's work in multivariate analysis (Q1258148) (← links)
- Strong consistency of least squares estimates in dynamic models (Q1258149) (← links)
- Asymptotic theory for canonical correlation analysis (Q1301588) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- The continuous and discrete Brownian bridges: Representations and applications (Q1369289) (← links)
- An asymptotic expansion of the distribution of the studentized classification statistic W (Q1394077) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- Asymptotic distribution of the reduced rank regression estimator under general conditions (Q1568263) (← links)
- R. A. Fisher and multivariate analysis (Q1596122) (← links)
- Some inequalities for symmetric convex sets with applications (Q1816571) (← links)
- Canonical correlation analysis and reduced rank regression in autoregressive models (Q1848968) (← links)
- Reduced rank regression in cointegrated models. (Q1858914) (← links)
- A note on a vector-variate normal distribution and a stationary autoregressive process (Q1975076) (← links)
- Multiple discoveries: distribution of roots of determinantal equations (Q2382845) (← links)
- The use of factor analysis in the statistical analysis of multiple time series (Q2543567) (← links)
- On estimation of parameters in latent structure analysis (Q2652317) (← links)
- The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
- Sign Invariance in Goodness-of-Fit Tests for Time Series (Q2742776) (← links)
- Goodness-of-Fit Tests for Probability Distributions and Spectral Distributions (Q2805306) (← links)
- (Q3051209) (← links)
- Simulations of iterative proceduresfor maximum likelihood estimation in MA(1) models (Q3125812) (← links)
- An extremal problem for positive defintie matrices (Q3205362) (← links)
