Article ID Journal Published Year Pages File Type
1152008 Statistics & Probability Letters 2013 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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