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The Basic Ideas of Obtaining MLEs: Unknown Dispersion

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Part of the book series: Lecture Notes in Statistics ((LNS,volume 220))

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Abstract

Maximum likelihood estimators of all parameters in the bilinear and extended bilinear regression models are obtained. The basic idea is to use decompositions of the tensor space where within-individuals spaces also have an inner product which has to be estimated. All obtained estimators have explicit forms. A short literature review of bilinear regression models is given.

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von Rosen, D. (2018). The Basic Ideas of Obtaining MLEs: Unknown Dispersion. In: Bilinear Regression Analysis. Lecture Notes in Statistics, vol 220. Springer, Cham. https://doi.org/10.1007/978-3-319-78784-8_3

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