On a problem of Andersson and Perlman

M. A. Steel; G. R. Wood

doi:10.1016/0167-7152(93)90031-D

On a problem of Andersson and Perlman

M. A. Steel, G. R. Wood^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

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.

Original language	English
Pages (from-to)	381-382
Number of pages	2
Journal	Statistics and Probability Letters
Volume	18
Issue number	5
DOIs	https://doi.org/10.1016/0167-7152(93)90031-D
Publication status	Published - 2 Dec 1993

Keywords

join-irreducible
lattice
missing data
Multivariate normal
parameter estimation

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10.1016/0167-7152(93)90031-D

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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.",

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On a problem of Andersson and Perlman

Abstract

Keywords

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