We provide a simple proof that the maximum-likelihood estimator in the linear model with equicorrelated errors does not exist, and explain why not.
Giuseppe De Luca, Jan R. Magnus, Andrey L. Vasnev (2025). Maximum likelihood estimation of the linear model with equicorrelated errors. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS.
Maximum likelihood estimation of the linear model with equicorrelated errors
Giuseppe De LucaPrimo
Membro del Collaboration Group
;
2025-01-01
Abstract
We provide a simple proof that the maximum-likelihood estimator in the linear model with equicorrelated errors does not exist, and explain why not.File in questo prodotto:
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