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 ...
This work presents an application of the EM-algorithm to two problems of estimation and testing in a multivariate normal distribution with missing data. The assumptions are that the observations are ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...