Christopher S. WİTHERS, Saralees NADARAJAH

Multivariate Estimation from "Two Variables at a Time" Observations

Yayın Aralığı: Yılda 6 Sayı
Başlangıç: 2002
Yayıncı: Hacettepe Üniversitesi Fen Fakultesi

Suppose that we wish to estimate the mean µ and the covariance Cof a random p-vector X with p > 2, but we can only sample from thevector X two of its p components at a time. We give both nonparametric estimates and the maximum likelihood estimates (MLEs) undernormality, and their covariances.

Keywords:

Maximum likelihood estimation, Multivariate normal Nonparametric estimation, 2000 AMS Classification: 62F10,

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