Statistical Inference with Monotone Incomplete Multivariate Normal Data

Statistical Inference with Monotone Incomplete Multivariate Normal Data

Neyman Seminar
Sep 29, 2010, 04:10 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Donald Richards, Penn State Department of Statistics (Speaker)
We consider problems in statistical inference with two-step, monotone incomplete data drawn from a multivariate normal population. We derive stochastic representations for the distributions of the maximum likelihood estimators of the population mean vector and covariance matrix and obtain results for inference on the mean vector and covariance matrix, including: lower bounds on the level of...