A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (Q1062385)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression |
scientific article; zbMATH DE number 3913468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression |
scientific article; zbMATH DE number 3913468 |
Statements
A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (English)
0 references
1985
0 references
A useful result concerning variances and covariances of a linear function of a random matrix is applied to find the variance-covariance matrix of the maximum likelihood estimator in multivariate linear regression subject to zero constraints.
0 references
linear function of a random matrix
0 references
variance-covariance matrix
0 references
maximum likelihood estimator
0 references
multivariate linear regression
0 references
zero constraints
0 references
0 references
0 references
