A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (Q1062385): Difference between revisions
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| Property / cites work: Some aspects of bivariate regression subject to linear constraints / rank | |||
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Latest revision as of 17:38, 14 June 2024
scientific article
| 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 |
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A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (English)
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1985
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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.
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linear function of a random matrix
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variance-covariance matrix
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maximum likelihood estimator
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multivariate linear regression
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zero constraints
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