Exact and Approximate Distributions of the Maximum Likelihood Estimator of a Slope Coefficient-Reference-Cited by-同舟云学术

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Exact and Approximate Distributions of the Maximum Likelihood Estimator of a Slope Coefficient

Published:1982-09 Issue:1 Volume:44 Page:52-62
ISSN:0035-9246
Container-title:Journal of the Royal Statistical Society: Series B (Methodological)
language:en
Short-container-title:Journal of the Royal Statistical Society: Series B (Methodological)

Author:

Anderson T. W.¹,Sawa Takamitsu²

Affiliation:

1. Stanford University

2. Kyoto University

Publisher

Wiley

Subject

Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1982.tb01187.x/fullpdf

Reference11 articles.

1. An asymptotic expansion of the distribution of the limited information maximum likelihood estimate of a coefficient in a simultaneous equation system;Anderson;J. Amer. Statist. Ass.,1974

2. Estimation of linear functional relationships: Approximate distributions and connections with simultaneous equations in econometrics;Anderson;J. R. Statist. Soc. B,1976

3. Some extensions of the Wishart distribution;Anderson;Ann. Math. Statist.,1944

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