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The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data

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  • Hironori Fujisawa

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  • Hironori Fujisawa, 1996. "The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 423-428, September.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:3:p:423-428
    DOI: 10.1007/BF00050846
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    References listed on IDEAS

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    1. R. Bhargava, 1975. "Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 327-339, December.
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    Cited by:

    1. Fujisawa, Hironori, 2000. "Variance stabilizing transformation and studentization for estimator of correlation coefficient," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 213-217, April.

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