An Algorithm for Obtaining the Zero of a Function of the Dispersion Matrix in Multivariate Analysis
作者:
IreneM. Trawinski,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 317
页码: 114-123
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10482892
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper is devoted to a discussion of an iterative procedure for obtaining the maximum likelihood estimator of the covariance matrix for multivariate experiments in which measurements on certain components of a normal vector random variable are intentionally omitted in corresponding subgroups of the experimental units. The proposed algorithm, which is based on the Newton-Raphson method, is outlined in detail in Section 5. A special design is included to illustrate the procedure and a few areas of application are indicated.
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