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Original Articles

Inadmissibility of the maximum likelihood estimator for a multivariate normal distribution when some observations are missing

Pages 941-955 | Received 01 Jul 1981, Published online: 27 Jun 2007

References

  • Anderson , T.W. 1957 . Maximum Likelihood Estimates for a Multivariate Normal Distribution When Some Observations are Missi . Journal of the American Statistical Association , 52 : 200 – 203 .
  • Baranchik , A.J. 1973 . Inadmissibility of Maximum Likelihood Estimators in Some Multiple Regression Problems with Three or More Independent Variables . Ann. Statist , 1 : 312 – 321 .
  • Scolve , Stanley L. 1973 . “ Decision Theoretic Results for Prediction and Estimation In Multivariate Multiple Regression ” . In Ph.D. Thesis , New York, N.Y : Columbia University .
  • Stein , Charles . 1960 . “ Multiple Regression, Contributions to Probability and Statistics ” . In Essays in Honor of Harold Hotellng , Edited by: Olkin , I. 424 – 443 . Stanford, California : Stanford University Press .

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