Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrix

DOI10.1080/03610927708827517zbMath0381.62055OpenAlexW2127461845MaRDI QIDQ4162332

Anil K. Bhargava

Publication date: 1977

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927708827517

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Linear regression; mixed models (62J05)

Related Items (2)

Generalized least squares estimation of the functional multivariate linear errors-in-variables model ⋮ Estimation in multivariate errors-in-variables models

Cites Work

• Estimating structural and functional relationships
• Estimation of a linear transformation
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
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