Multivariate Estimation from `Two Variables at a Time` Observations

Authors : Christopher S WİTHERS, Saralees NADARAJAH

Pages : 189-197

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Publication Date : 2013-02-01

Article Type : Research Paper

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 insert ignore into journalissuearticles values(MLEs); undernormality, and their covariances.
Keywords : Maximum likelihood estimation, Multivariate normal, Nonparametric estimation, 2000 AMS Classification 62F10