Canonical Angles and Computations in Limited Information Maximum Likelihood Estimation
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References listed on IDEAS
- Goldberger, Arthur S & Olkin, Ingram, 1971. "A Minimum-Distance Interpretation of Limited-Information Estimation," Econometrica, Econometric Society, vol. 39(3), pages 635-639, May.
- 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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