Estimation in a Multivariate "Errors in Variables" Regression Model: Large Sample Results
作者： Leon Jay Gleser
关键词: Distribution (mathematics) 、 Common distribution 、 Common error 、 Matrix (mathematics) 、 Linear relation 、 Maximum likelihood 、 Statistics 、 Mathematics 、 Random error 、 Combinatorics 、 Large sample
摘要: … distribution of the columns of E is multivariate normal with mean vector 0 and covariance matrix a2Ip+r (that is, e- MVN(O, a2Ip+r), all i)… , but the covariance matrices of these distributions …
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