The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF00050846.pdf
Reference7 articles.
1. Anderson T. W. (1957). Maximum likelihood estimators for a multivariate normal distribution when some observations are missing, J. Amer. Statist. Assoc., 52, 200?203.
2. Anderson T. W. and Olkin I. (1985). Maximum-likelihood estimation of the parameters of a multivariate normal distribution, Linear Algebra Appl., 70, 147?171.
3. Bhargava R. P. (1975). Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population, Ann. Inst. Statist. Math., 27, 327?339.
4. Dahiya R. C. and Korwar R. M. (1980). Maximum likelihood estimators for a bivariate normal distribution with missing data, Ann. Statist., 8, 687?692.
5. Fujisawa H. (1995). A note on the maximum likelihood estimators for multivariate normal distribution with monotone data, Comm. Statist. Theory Methods, 24, 1377?1382.
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