Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample
Wiktor Oktaba, Joanna Tarasińska (2001)
Applicationes Mathematicae
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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.