On the estimation of the structure parameter of a normal distribution of order p
In this paper we compare four different approaches to estimate the structure parameter of a normal distribution of order p (often called exponential power distribution). In particular, we have considered the maximization of the log-likelihood, of the profile log-likelihood, of the conditional profil...
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| Format: | Article |
| Language: | English |
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University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/342 |