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» Evaluating exact VARMA likelihood and its gradient when data...
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TOMS
2008
37views more  TOMS 2008»
13 years 5 months ago
Evaluating exact VARMA likelihood and its gradient when data are incomplete
Kristjan Jonasson, Sebastian E. Ferrando
MA
2010
Springer
114views Communications» more  MA 2010»
13 years 4 months ago
Finite-sample inference with monotone incomplete multivariate normal data, II
We continue our recent work on finite-sample, i.e., non-asymptotic, inference with two-step, monotone incomplete data from Nd(µ, Σ), a multivariate normal population with mean ...
Wan-Ying Chang, Donald St. P. Richards