scientific article; zbMATH DE number 472986

zbMath0782.62030MaRDI QIDQ4272853

Tak K. Mak

Publication date: 7 March 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

accuracyapproximationasymptotic covariance matrixerrors-in-variables modelsfamilial correlationsmissing data analysisfunctional relationshipsvariance component modelsNewton-Raphson algorithmsFisher's scoring methodmatrix of partial derivativesunbiased nonlinear estimation equationsvector parameter estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Cointegration models with non Gaussian GARCH innovations ⋮ A Student-\(t\) full factor multivariate GARCH model ⋮ Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares ⋮ On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model ⋮ The asymptotic convexity of the negative likelihood function of GARCH models ⋮ On a general class of probability distributions and its applications ⋮ A full-factor multivariate GARCH model

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