Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...
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 ...
Methods of Rubin (1983) for robust estimation of a mean and covariance matrix and associated parameters are extended to analyse data with missing values. The methods are maximum likelihood (ML) for ...
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