Maximum Likelihood Estimation of Generalised Linear Models for Multivariate Normal Covariance Matrix
Title: Maximum Likelihood Estimation of Generalised Linear Models for Multivariate Normal Covariance Matrix
Author: Pourahmadi, M
Source: Biometrika, vol. 87, no. 2, pp. 425-435, June 2000
Descriptors: Asymptotic normality; Cholesky decomposition; Fisher information; Newton-Raphson algorithm; unconstrained parameterisation; variable selection and diagnostics
(DL)
Tags: Mixture Models