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The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data |
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| Authors: | Hironori Fujisawa |
| Institution: | (1) Department of Mathematics, Faculty of Science, Hiroshima University, Kagamiyama 1-3, 739 Higashi-Hiroshima, Japan |
| Abstract: | The maximum likelihood estimators are uniquely obtained in a multivariate normal distribution with AR(1) covariance structure for monotone data. The maximum likelihood estimator of mean is unbiased. |
| Keywords: | AR(1) covariance structure conditional distribution maximum likelihood estimator missing data monotone data multivariate normal distribution |
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