Maximum likelihood estimation of the linear model with equicorrelated errors
- Autori: Giuseppe De Luca; Jan R. Magnus; Andrey L. Vasnev
- Anno di pubblicazione: 2025
- Tipologia: Articolo in rivista
- OA Link: http://hdl.handle.net/10447/671664
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.