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On a problem of Andersson and Perlman

Author

Listed:
  • Steel, M. A.
  • Wood, G. R.

Abstract

We present a simple solution to a problem posed recently by Andersson and Perlman. This solution allows us to find the conditional independence assumptions necessary to permit maximum likelihood estimation of the parameters of a multivariate normal distribution, when certain observations are missing.

Suggested Citation

  • Steel, M. A. & Wood, G. R., 1993. "On a problem of Andersson and Perlman," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 381-382, December.
    • Handle: RePEc:eee:stapro:v:18:y:1993:i:5:p:381-382
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    Cited by:

    1. Drton, Mathias & Andersson, Steen A. & Perlman, Michael D., 2006. "Conditional independence models for seemingly unrelated regressions with incomplete data," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 385-411, February.

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