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SOME PROPERTIES OF ROSEN’S MLE FOR GENERAL DISTRIBUTIONS
引用本文:崔恒建 ,陈秋华.SOME PROPERTIES OF ROSEN’S MLE FOR GENERAL DISTRIBUTIONS[J].数学物理学报(B辑英文版),2001(3).
作者姓名:崔恒建  陈秋华
作者单位:Cui Hengjian; Chen Qiuhua Department of Mathematics,Beijing Normal Untversity,Beijing 100875,China North China Electric Power University,Beijing 102206,China
基金项目:The project is supported by the NNSF of China.
摘    要:1 IntroductionConsider the lnultivariate linear model (MLM) as follows:mX = Z AiBiC E (1)i= 1where X, Ai, Bi and C are p x nfp x qi(qi 5 p), qi x ki and ki x n matrices respectively, Z is ap x p definite positive matrix with p(C1) p 5 n and R(CL) G R(Cfu--,) g' g R(CI), p(.)and R(.) stand for the rank and the colunu spanned linear space Of a matriX respbctively.e = (e1,'2,... f e.), e1le21',f n are iid. p--variate random vectors with D(e1) = Z > 0,E(El) = 0, A: aild C: are …

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