Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model

DOI10.1080/02331889708802573zbMath0883.60017OpenAlexW2097658425MaRDI QIDQ4337764

Dietrich von Rosen

Publication date: 4 March 1998

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802573

zbMATH Keywords

momentsdensity approximationinverted Wishart distributiondistribution approximation

Mathematics Subject Classification ID

Basic linear algebra (15A99) Distribution theory (60E99)

Related Items (1)

Distribution of the product of a Wishart matrix and a normal vector

Cites Work

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• Approximating by the Wishart distribution
• The growth curve model: a review
• Moments for matrix normal variables
• Growth curve analysis of complete and incomplete longitudinal data
• Moments of maximum likelihood estimators in the growth curve model
• On Moments of the Inverted Wishart Distribution
• A generalized multivariate analysis of variance model useful especially for growth curve problems

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