An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...
Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...
This paper describes an iterative procedure for obtaining maximum likelihood estimates of the parameters of a generalized regression model when direct maximization with respect to all parameters is ...
Envelope models represent a significant advancement in multivariate regression analysis, offering an efficient dimension reduction tool that enhances both estimation precision and predictive ...