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 Luca
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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.
2025
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/671664
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