Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152008 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
When the maximum likelihood estimator is computationally inconvenient, covariate and Newton–Raphson adjustment often provide algebraically explicit yet still asymptotically efficient estimators. The bivariate normal correlation coefficient with known variances is used to show that these methods may produce singularities that render the adjusted estimators unstable.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bailey K. Fosdick, Michael D. Perlman,