✨
Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
We give both nonparametric estimates and the maximum likelihood estimates (MLEs) undernormality, and their covariances.
📌 3 Maddede Bu Makale
🎯
Amaç & Hipotez:Suppose that we wish to estimate the mean µ and the covariance Cof a random p-vector X with p > 2, but we can only sample from thevector X two of its p components at a time.
📊
Temel Bulgular & Veri:Suppose that we wish to estimate the mean µ and the covariance Cof a random p-vector X with p > 2, but we can only sample from thevector X two of its p components at a time.
💡
Sonuç & Katkı:We give both nonparametric estimates and the maximum likelihood estimates (MLEs) undernormality, and their covariances.
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Maximum likelihood estimation · Multivariate normal · Nonparametric estimation
Abstract
Suppose that we wish to estimate the mean µ and the covariance Cof a random p-vector X with p > 2, but we can only sample from thevector X two of its p components at a time. We give both nonparametric estimates and the maximum likelihood estimates (MLEs) undernormality, and their covariances.
Anahtar kelimeler
🔖
Bu Makaleye Atıf Yap
Withers, C. S., Nadarajah, S. (2013). Multivariate Estimation from "Two Variables at a Time" Observations. Hacettepe Journal of Mathematics and Statistics, Volume: 42 Issue: 2. https://ajindex.com/articles/1403491