Title of article
MULTIVARIATE ESTIMATION FROM TWO VARIABLES AT A TIME OBSERVATIONS
Author/Authors
Withers, Christopher S. Industrial Research Limited - Applied Mathematics Group, New Zealand , Nadarajah, Saralees University of Manchester - School of Mathematics, UK
From page
189
To page
197
Abstract
Suppose that we wish to estimate the mean μ and the covariance C of a random p-vector X with p 2, but we can only sample from the vector X two of its p components at a time. We give both nonparametric estimates and the maximum likelihood estimates (MLEs) under normality, and their covariances.
Keywords
Maximum likelihood estimation , Multivariate normal , Nonparametric estimation.
Journal title
Hacettepe Journal Of Mathematics and Statistics
Journal title
Hacettepe Journal Of Mathematics and Statistics
Record number
2650532
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