The Maximum Likelihood Estimators in a Multivariate Normal Distribution with Ar(1) Covariance Structure for Monotone Data

نویسنده

  • HIRONORI FUJISAWA
چکیده

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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تاریخ انتشار 2004