Maximum likelihood estimates for a bivariate normal distribution with missing data
From MaRDI portal
Publication:1140379
DOI10.1214/aos/1176345020zbMath0435.62032MaRDI QIDQ1140379
Ramesh M. Korwar, Ram C. Dahiya
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345020
uniqueness; missing data; maximum likelihood estimators; unbiased estimators; bivariate normal distribution; difference of means; equal variances
Related Items
Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations, Maximum likelihood estimation of the \(\mathrm{VAR}(1)\) model parameters with missing observations, Sampling designs for the estimation of the difference between two means of a bivariate normal, The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data, A hybrid approach for regression analysis with block missing data, Variance stabilizing transformation and studentization for estimator of correlation coefficient, Estimation of jointly normally distributed demand for cross-selling items in inventory systems with lost sales, Inference with paired data and partial control
