Far East Journal of Theoretical Statistics
Volume 14, Issue 1, Pages 79 - 87
(September 2004)
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POISSON MIXTURES, ASYMPTOTIC VARIANCE, AND ALTERNANT DETERMINANTS
K. O. Bowman (U. S. A.) and L. R. Shenton (U. S. A.)
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Abstract: This paper explains a certain duality property occurring in the maximum likelihood covariance determinant. A special case of this determinant turns out to be a dichotomized alternant, the dichotomy arising from derivatives and differences involving the mixture components. Some errors in Bowman and Shenton [Far East J. Theo. Stat. 10(2) (2003), 87-109] are corrected. |
Keywords and phrases: alternant determinants, alternant identities, covariance matrix, factorization, maximum likelihood estimators, orthogonal system. |
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