Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample

Wiktor Oktaba; Joanna Tarasińska

Applicationes Mathematicae (2001)

  • Volume: 28, Issue: 2, page 143-149
  • ISSN: 1233-7234

Abstract

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The aim of the paper is estimation of the generalized variance of a bivariate normal distribution in the case of a sample with missing observations. The estimator based on all available observations is compared with the estimator based only on complete pairs of observations.

How to cite

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Wiktor Oktaba, and Joanna Tarasińska. "Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample." Applicationes Mathematicae 28.2 (2001): 143-149. <http://eudml.org/doc/279517>.

@article{WiktorOktaba2001,
abstract = {The aim of the paper is estimation of the generalized variance of a bivariate normal distribution in the case of a sample with missing observations. The estimator based on all available observations is compared with the estimator based only on complete pairs of observations.},
author = {Wiktor Oktaba, Joanna Tarasińska},
journal = {Applicationes Mathematicae},
keywords = {bivariate normal distribution; missing data; generalized variance; complete-case estimator; available-case estimator},
language = {eng},
number = {2},
pages = {143-149},
title = {Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample},
url = {http://eudml.org/doc/279517},
volume = {28},
year = {2001},
}

TY - JOUR
AU - Wiktor Oktaba
AU - Joanna Tarasińska
TI - Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample
JO - Applicationes Mathematicae
PY - 2001
VL - 28
IS - 2
SP - 143
EP - 149
AB - The aim of the paper is estimation of the generalized variance of a bivariate normal distribution in the case of a sample with missing observations. The estimator based on all available observations is compared with the estimator based only on complete pairs of observations.
LA - eng
KW - bivariate normal distribution; missing data; generalized variance; complete-case estimator; available-case estimator
UR - http://eudml.org/doc/279517
ER -

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