On a problem of Andersson and Perlman

M. A. Steel and G. R. Wood

Statistics & Probability Letters, 1993, vol. 18, issue 5, 381-382

Abstract: We present a simple solution to a problem posed recently by Andersson and Perlman. This solution allows us to find the conditional independence assumptions necessary to permit maximum likelihood estimation of the parameters of a multivariate normal distribution, when certain observations are missing.

Keywords: Multivariate; normal; parameter; estimation; missing; data; lattice; join-irreducible (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (1)

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