DISTRIBUTION AND DENSITY APPROXIMATIONS OF A MAXIMUM-LIKELIHOOD ESTIMATOR IN THE GROWTH CURVE MODEL

Authors
VONROSEN D
Citation
D. Vonrosen, DISTRIBUTION AND DENSITY APPROXIMATIONS OF A MAXIMUM-LIKELIHOOD ESTIMATOR IN THE GROWTH CURVE MODEL, Statistics, 29(1), 1997, pp. 37-59
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
29
Issue
1
Year of publication
1997
Pages
37 - 59
Database
ISI
SICI code
0233-1888(1997)29:1<37:DADAOA>2.0.ZU;2-H
Abstract
Moments of arbitrary order are obtained and expansions of the distribu tion and density functions of the maximum likelihood estimator of the mean structure in the Growth Curve model are considered. Results are g iven for expansions of arbitrary order. The results are obtained with the help of normally distributed variables and inverted Wishart variab les.