منابع مشابه
Finite-sample inference with monotone incomplete multivariate normal data, II
We continue our recent work on finite-sample, i.e., non-asymptotic, inference with two-step, monotone incomplete data from Nd(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. Under the assumption that Σ is block-diagonal when partitioned according to the two-step pattern, we derive the distributions of the diagonal blocks of b Σ and of the estimated regression matrix,...
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We consider problems in finite-sample inference with two-step, monotone incomplete data drawn from Nd(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. We derive stochastic representations for the distributions of μ̂ and Σ̂, the maximum likelihood estimators of μ and Σ, respectively. Under the assumption that Σ is block-diagonal when partitioned according to the two-step...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1983
ISSN: 0090-5364
DOI: 10.1214/aos/1176346170