Likelihood and parametric heteroscedasticity in normal connected linear models

DOI10.7151/DMPS.1010zbMath0970.62012OpenAlexW2316832359MaRDI QIDQ2718377

Pedro Corte Real, João Tiago Mexia

Publication date: 3 October 2001

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/06a0aeaddfee69a7768a842500b8edeef8c98218

zbMATH Keywords

linear modelNewton-Raphson methodmaximum likelihood estimatorsscore functionnormal modelconnected models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Linear inference, regression (62J99)

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