Yatracos, Yannis G. - In: Journal of Multivariate Analysis 40 (1992) 2, pp. 213-220
Let X1, X2, ..., Xn be random vectors that take values in a compact set in Rd, d = 1. Let Y1, Y2, ..., Yn be random variables ("the responses") which conditionally on X1 = x1, ..., Xn = xn are independent with densities f(y xi, [theta](xi)), i = 1, ..., n. Assuming that [theta] lives in a...