Maximum likelihood estimates for a bivariate normal distribution with missing data

DOI10.1214/aos/1176345020zbMath0435.62032OpenAlexW2043283177MaRDI 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

zbMATH Keywords

uniquenessmissing datamaximum likelihood estimatorsunbiased estimatorsbivariate normal distributiondifference of meansequal variances

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10)

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A hybrid approach for regression analysis with block missing data ⋮ The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data ⋮ 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 ⋮ Variance stabilizing transformation and studentization for estimator of correlation coefficient ⋮ Inference with paired data and partial control ⋮ Estimation of jointly normally distributed demand for cross-selling items in inventory systems with lost sales ⋮ Sampling designs for the estimation of the difference between two means of a bivariate normal

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