- Hacettepe Journal of Mathematics and Statistics
- Vol: 42 Issue: 2
- Multivariate Estimation from "Two Variables at a Time" Observations
Multivariate Estimation from "Two Variables at a Time" Observations
Authors : Christopher S. Withers, Saralees Nadarajah
Pages : 189-197
View : 9 | Download : 2
Publication Date : 2013-02-01
Article Type : Research
Abstract :Suppose that we wish to estimate the mean µ and the covariance Cof a random p-vector X with p > 2, but we can only sample from thevector X two of its p components at a time. We give both nonparametric estimates and the maximum likelihood estimates (MLEs) undernormality, and their covariances.Keywords : Maximum likelihood estimation, Multivariate normal, Nonparametric estimation, 2000 AMS Classification: 62F10