Asymptotic corrections are used to compute the means and the variance-covariance matrix of multivariate posterior distributions that are formed from a normal prior distribution and a likelihood ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
Pseudo-likelihood Estimation of Multivariate Normal Parameters in the Presence of Left-Censored Data
Environmental data often include left-censored values reported to be less than some limit of detection (LOD). While simple imputation of a specific value such as LOD/2 is common, maximum likelihood ...
This example considers a data set given in Lawless (1982). The data are the number of days it took rats painted with a carcinogen to develop carcinoma. The last two observations are censored. Maximum ...
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