Title of article :
MULTIVARIATE ESTIMATION FROM TWO VARIABLES AT A TIME OBSERVATIONS
Author/Authors :
Withers, Christopher S. Industrial Research Limited - Applied Mathematics Group, New Zealand , Nadarajah, Saralees University of Manchester - School of Mathematics, UK
Abstract :
Suppose that we wish to estimate the mean μ and the covariance C of a random p-vector X with p 2, but we can only sample from the vector X two of its p components at a time. We give both nonparametric estimates and the maximum likelihood estimates (MLEs) under normality, and their covariances.
Keywords :
Maximum likelihood estimation , Multivariate normal , Nonparametric estimation.
Journal title :
Hacettepe Journal Of Mathematics and Statistics
Journal title :
Hacettepe Journal Of Mathematics and Statistics
