Maximum likelihood and least squares estimation in linear and affine functional models

DOI10.1214/aos/1176345708zbMath0501.62020OpenAlexW2011067050MaRDI QIDQ1172348

S. Singh

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345708

zbMATH Keywords

maximum likelihood estimatesmultivariate normal populationscommon covariance matrixconditional confidenceinner statistical inferencelogical priorsnew derivation of least squares estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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