Li, Mengyuan; Yu, Dalei; Bai, Peng - In: Statistics & Probability Letters 83 (2013) 2, pp. 568-572
This note studies the existence and uniqueness of quasi-maximum likelihood estimator for mixed regressive, spatial autoregression model with continuously distributed response vector. Under very mild conditions that nrank(Xn)+1 (n is the sample size and Xn is the n×p constant matrix of...