Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data

DOI10.1016/j.spl.2010.04.007zbMath1198.62050OpenAlexW2033863208MaRDI QIDQ988092

Megan M. Romer, Donald St. P. Richards

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.04.007

zbMATH Keywords

equivariancestochastic representationmissing datamultivariate normal distributionmonotone incomplete data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Kurtosis tests for multivariate normality with monotone incomplete data, Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic

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