Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model

Abstract

Moments of arbitrary order are obtained and expansions of the distribution and density functions of the maximum likelihood estimator of the mean structure in the Growth Curve model are considered. Results are given for expansions of arbitrary order. The results are obtained with the help of normally distributed variables and inverted Wishart variables.

Keywords:

• AMS 1980 Subject Classifications
• Primary 60E99
• Secondary 15A99

Keywords:

• Inverted Wishart distribution
• moments
• distribution approximation
• density approximation