Supplementary Material:Parameter Estimation for Generalized Thurstone Choice Models
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چکیده
Let cov[Y ] denote the covariance matrix of a multivariate random variable Y , i. Proposition 7 (Cramér-Rao inequality). Suppose that X is a multivariate random variable with distribution p(x; θ), for parameter θ ∈ Θ n , and let T(X) = (T 1 (X),. .. , T r (X)) be any unbiased estimator of ψ(θ) = (ψ 1
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تاریخ انتشار 2016