Maximum likelihood estimation of the linear model with equicorrelated errors
- Authors: De Luca, G.; Magnus, J.R.; Vasnev, A.L.
- Publication year: 2025
- Type: 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.