MULTIVARIATE ESTIMATION FROM "TWO VARIABLES AT A TIME" OBSERVATIONS

作者：Withers Christopher S^*; Nadarajah Saralees

来源：Hacettepe Journal of Mathematics and Statistics, 2013, 42(2): 189-197.

• Maximum likelihood estimation
• Multivariate normal
• Nonparametric estimation

Suppose that we wish to estimate the mean mu 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.

• 出版日期2013-4