Stepwise BAN estimators for exponential families with multivariate normal applications

DOI10.1016/0047-259X(76)90027-0zbMath0343.62022MaRDI QIDQ1232751

Allan R. Sampson

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Stochastic approximation (62L20)

Cites Work

• Asymptotically efficient estimation of covariance matrices with linear structure
• 129. Note: Iterative Solutions of Likelihood Equations
• On the inverse of the covariance matrix of a first order moving average
• Asymptotic Distribution of Stochastic Approximation Procedures
• Linear Statistical Inference and its Applications
• On the solution of likelihood equations by iteration processes. The multiparametric case
• On the solution of the likelihood equation by iteration processes
• Spurious Correlation Due to Deflating Variables
• A Stochastic Approximation Method
• On a Stochastic Approximation Method
• Application of the theory of products of problems to certain patterned covariance matrices
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