Inadmissibility of the maximum likelihood estimator for a multivariate normal distribution when some observations are missing

DOI10.1080/03610928208828284zbMath0513.62010OpenAlexW2002827273MaRDI QIDQ3658894

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Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828284

zbMATH Keywords

missing observationsdominationmultivariate normal distributionsquared error loss functionregression parameterpreliminary test of significanceBaranchik estimatorsestimating mean of marginal distributioninadmissibility of maximum likelihood estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (1)

Likelihood ratio test for independence with partial multivariate normal data

Cites Work

• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables

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