A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (Q1062385)
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scientific article; zbMATH DE number 3913468
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| English | A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression |
scientific article; zbMATH DE number 3913468 |
Statements
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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0.8017703294754028
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0.7955206036567688
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0.7761196494102478
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0.7761196494102478
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0.7644087672233582
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