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已知方差的若干多元正态模型中相关系数的简易最优渐近正态估计AI 解读

It is well-known that in certain multivariate normal models with known variances, maximum likelihood estimation of correlations is arithmetically cumbersome. For certain of these models, a relatively simple estimation technique based on the sufficient statistics is given and shown to be best asymptotically normal. The procedure uses the fact that many of the likelihood equations for these models are essentially cubic equations. A consistent, explicit solution for the…

若干已知方差多元正态模型中相关系数的简便最优渐近正态估计AI 解读

It is well-known that in certain multivariate normal models with known variances, maximum likelihood estimation of correlations is arithmetically cumbersome. For certain of these models, a relatively simple estimation technique based on the sufficient statistics is given and shown to be best asymptotically normal. The procedure uses the fact that many of the likelihood equations for these models are essentially cubic equations. A consistent, explicit solution for the…