Work

Maximum likelihood estimation of the linear model with equicorrelated errors

Year: 2025

Type: article

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.

Source: Communication in Statistics- Theory and Methods

DOI: 10.1080/03610926.2025.2455939

Authors: Giuseppe De Luca, Jan R. Magnus, Andrey L. Vasnev

Institutions: University of Palermo, Tinbergen Institute, Vrije Universiteit Amsterdam, The University of Sydney

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Funder: Università degli Studi di Palermo

OpenAlex ID: W4407589778

FWCI: 1.876

Cites: 9

Cited by: 1

Related to: 10