The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure

DOI10.1016/0024-3795(90)90371-IzbMath0697.62043MaRDI QIDQ911187

K. G. Jinadasa

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

information matrixmissing datacovariance structuremultivariate normal distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data

Cites Work

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• The commutation matrix: Some properties and applications
• Applications of the matrix operators vech and vec
• The Elimination Matrix: Some Lemmas and Applications

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