Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
This work presents an application of the EM-algorithm to two problems of estimation and testing in a multivariate normal distribution with missing data. The assumptions are that the observations are ...
In this paper statistical test criteria are developed for testing equality of means, equality of variances and equality of covariances in a normal multivariate population of k variables on the basis ...