Maximum likelihood estimation for multivariate normal distribution with monotone sample
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 21 (1), 41-50
- https://doi.org/10.1080/03610929208830763
Abstract
Closed forms are obtained for the maximum likelihood estimators of the mean vector and the covariance matrix of a multivariate normal model with a k-step monotone missing data pattern. Matrix derivatives are used in the derivation. Our results extend those of Anderson and Olkin (1985) for the 2-step missing data pattern.Keywords
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