Maximum likelihood estimation of the linear model with equicorrelated errors

Giuseppe De Luca, Jan R. Magnus and Andrey L. Vasnev

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 19, 6295-6302

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.

Date: 2025
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DOI: 10.1080/03610926.2025.2455939

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