Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix (Q4506036)
From MaRDI portal
scientific article; zbMATH DE number 1507898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix |
scientific article; zbMATH DE number 1507898 |
Statements
Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix (English)
0 references
7 November 2000
0 references
Cholesky decomposition
0 references
Fisher information
0 references
Newton-Raphson algorithm
0 references
variable selection
0 references
diagnostics
0 references
unconstrained parameterisation
0 references
asymptotic normality
0 references
