MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS

DOI10.1111/J.1467-842X.2006.00427.XzbMath1109.62045OpenAlexW2051916545MaRDI QIDQ3429885

M. Bhaskara Rao, Haimeng Zhang

Publication date: 20 March 2007

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2006.00427.x

zbMATH Keywords

multivariate normal distributionrestricted maximum likelihood estimatorequi-correlated variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

• Existence of maximum likelihood estimates in normal variance-components models
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