An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
نویسندگان
چکیده
منابع مشابه
Asymptotic Distributions of Quasi-Maximum Likelihood Estimators
Asymptotic properties of MLEs and QMLEs of mixed regressive, spatial autoregressive models are investigated. The stochastic rates of convergence of the MLE and QMLE for such models may be less than the √ n-rate under some circumstances even though its limiting distribution is asymptotically normal. When spatially varying regressors are relevant, the MLE and QMLE of the mixed regressive, autoreg...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1975
ISSN: 0047-259X
DOI: 10.1016/0047-259x(75)90056-1