The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data

Annals of the Institute of Statistical Mathematics

Volumn 48, Issue 3, 1996, Pages 423-428

  Fujisawa, Hironori ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

Author keywords

AR(1) covariance structure; Conditional distribution; Maximum likelihood estimator; Missing data; Monotone data; Multivariate normal distribution

Indexed keywords

EID: 0042807810     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00050846     Document Type: Article

References (7)

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3. Bhargava, R. P. (1975). Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population, Ann. Inst. Statist. Math., 27, 327-339.
4. Dahiya, R. C. and Korwar, R. M. (1980). Maximum likelihood estimators for a bivariate normal distribution with missing data, Ann. Statist., 8, 687-692.
5. Fujisawa, H. (1995). A note on the maximum likelihood estimators for multivariate normal distribution with monotone data, Comm. Statist. Theory Methods, 24, 1377-1382.
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7. Konishi, S. and Shimizu, K. (1994). Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations, Comm. Statist. Theory Methods, 23, 1593-1604.