Maximum likelihood estimates in the multivariate normal with patterned mean and covariance via the em algorithm
نویسندگان
چکیده
منابع مشابه
The Maximum Likelihood Estimators in a Multivariate Normal Distribution with Ar(1) Covariance Structure for Monotone Data
The maximum likelihood estimators are uniquely obtained in a multivariate normal distribution with AR(1) covariance structure for monotone data. The maximum likelihood estimator of mean is unbiased.
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 1984
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610928408828824