Bias correction in a multivariate normal regression model with general parameterization
نویسندگان
چکیده
منابع مشابه
Bias correction in a multivariate normal regression model with general parameterization
This paper develops a bias correction scheme for a multivariate normal model under a general parameterization. In the model, the mean vector and the covariance matrix share the same parameters. It includes many important regression models available in the literature as special cases, such as (non)linear regression, errors-in-variables models, and so forth. Moreover, heteroscedastic situations m...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2009
ISSN: 0167-7152
DOI: 10.1016/j.spl.2009.04.018