Abstract
In this paper a method is developed for estimating the parameters in the multivariate normal distribution in which the missing observavations are not restricted to follow certain patterns as in most previous papers. The large sample properties of the estimators are discussed. Equivalence with maximum likelihood estimators has been established for a subclass of problems. The results of some simulation studies are provided to support the theoretical development.
Keywords
EstimatorMultivariate statisticsMultivariate normal distributionStatisticsMathematicsMissing dataEquivalence (formal languages)Maximum likelihoodNormal-Wishart distributionMultivariate t-distributionMultivariate analysisEconometrics
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Publication Info
- Year
- 1968
- Type
- article
- Volume
- 63
- Issue
- 321
- Pages
- 159-173
- Citations
- 92
- Access
- Closed
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Cite This
R. R. Hocking,
W. B. Smith
(1968).
Estimation of Parameters in the Multivariate Normal Distribution with Missing Observations.
Journal of the American Statistical Association
, 63
(321)
, 159-173.
https://doi.org/10.1080/01621459.1968.11009231
Identifiers
- DOI
- 10.1080/01621459.1968.11009231