Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models

DOI10.1080/02331888308802408zbMath0808.62061OpenAlexW1997105671MaRDI QIDQ4324726

Jean-Marc Azaïs, Alexandr E. Bardin, Thierry Dhorne

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802408

zbMATH Keywords

numerical examplemaximum likelihood estimationFisher scoringrestricted maximum likelihoodmixed modellocal optimalitynon ARMA errorsnonlinear variance modelRao's MINQE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Estimation of Variance Components for a Linear Toeplitz Model ⋮ OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

Cites Work

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• 129. Note: Iterative Solutions of Likelihood Equations
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Least squares estimation in the regression model with autoregressive-moving average errors
• Linear Statistical Inference and its Applications

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