Estimation of Parameters from Incomplete Multivariate Samples
Estimation of Parameters from Incomplete Multivariate Samples
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DOI：
10.1080/01621459.1957.10501408
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发表时间：
1957-12
影响因子：
3.7
通讯作者：
G. Nicholson
中科院分区：
文献类型：
--
作者：
G. Nicholson
摘要所考虑的问题是，当某些观测值的某些字符丢失时，使用多变量观测样本中的所有观测值。本文扩展了在特殊情况下的参数估计的结果，一般的p-变量的情况下，并提出了解决问题的使用可能是由不完整的多变量样本的数据时，利益在于预测的一个字符从知识的休息。它的结论是，为了预测的目的，不能使用不完整的样本。在某些情况下，不完全样本中的所有观测值都可以用来构造改进的估计量。应用的结果截断一个或多个字符的多元正态分布提到。
Abstract The problem considered is that of using all of the observations in a sample of multivariate observations when for some of the observations values for certain of the characters are missing. This paper extends results obtained for estimation of the parameters in special cases to the general p-variate case and presents the solution to the problem of what use may be made of data from incomplete multivariate samples when the interest lies in the prediction of one character from a knowledge of the rest. It is concluded that for purposes of prediction no use can be made of incomplete samples. Under certain circumstances all the observations in an incomplete sample can be used to construct improved estimators. Application of the results to multivariate normal distributions truncated on one or more characters is mentioned.