The covariance structure of cml-estimates in the Rasch model

DOI10.1524/STRM.2012.1125zbMath1318.62080OpenAlexW306337529MaRDI QIDQ3143706

Helmut Strasser

Publication date: 3 December 2012

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: http://epub.wu.ac.at/3649/1/covariance_final.pdf

zbMATH Keywords

covariance structureRasch modelconditional maximum likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to psychology (62P15)

Related Items (3)

Nonparametric estimation of the ability density in the mixed-effect Rasch model ⋮ Strong Gaussian approximation of the mixture Rasch model ⋮ Asymptotic expansions for conditional moments of Bernoulli trials

Cites Work

• Asymptotic expansions for conditional moments of Bernoulli trials

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