The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data

DOI10.1007/BF00050846zbMath0880.62061OpenAlexW1970826400MaRDI QIDQ1359394

Hironori Fujisawa

Publication date: 3 July 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00050846

zbMATH Keywords

maximum likelihood estimatormissing dataconditional distributionmultivariate normal distributionmonotone dataAR(1) covariance structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites Work

• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Maximum likelihood estimates for a bivariate normal distribution with missing data
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
• A note on the maximum likelihood estimators for multivariate normal distribution with monotone data