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Canonical Angles and Computations in Limited Information Maximum Likelihood Estimation

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  • Claude Cohen

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  • Claude Cohen, 1974. "Canonical Angles and Computations in Limited Information Maximum Likelihood Estimation," Discussion Papers 109, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Handle: RePEc:nwu:cmsems:109
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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/109.pdf
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    References listed on IDEAS

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    1. Goldberger, Arthur S & Olkin, Ingram, 1971. "A Minimum-Distance Interpretation of Limited-Information Estimation," Econometrica, Econometric Society, vol. 39(3), pages 635-639, May.
    2. Claude Cohen, 1974. "The Generalized Symmetric Eigenproblem in Multivariate Statistical Models," Discussion Papers 96, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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