Pages that link to "Item:Q1071428"
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The following pages link to Maximum-likelihood estimation of the parameters of a multivariate normal distribution (Q1071428):
Displaying 7 items.
- Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample (Q5419670) (← links)
- (Q5701730) (← links)
- Bias correction for<i>T</i><sup>2</sup>type statistic with two-step monotone missing data (Q5739651) (← links)
- Estimation in a growth curve model with singular covariance (Q5945262) (← links)
- Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample (Q6088216) (← links)
- Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension (Q6536686) (← links)
- Testing for main fixed effects: The symmetry assumption and monotone incomplete data (Q6541118) (← links)