Degeneracy in Heteroscedastic Regression Models - Li, Kim-Hung; Chan, Nai Ng (Journal of multivariate analysis, 2000)
Keywords: degeneracy; degeneracy, generalized linear model with varying dispersion, heteroscedastic error, unbounded likelihood; Exact sciences and technology; generalized linear model with varying dispersion; heteroscedastic error; Linear inference, regression; Mathematics; Parametric inference; Probability and statistics; Sciences and techniques of general use; Statistics; unbounded likelihood; degeneracy, generalized linear model with varying dispersion, heteroscedastic error, unbounded likelihood; Necessary condition; Maximum likelihood; Regression model; Degenerate system; Linear model; Heteroscedasticity