The Annals of Mathematical Statistics

Linear Estimation in Censored Samples from Multivariate Normal Populations

G. A. Watterson

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Abstract

In this paper, the known methods of linear estimation are extended to various cases of censored samples from multivariate normal populations. The two estimators considered correspond to the minimum variance and the `alternative' estimators treated by Gupta [3] and Sarhan and Greenberg [4], [5] for univariate samples. It is found that the `alternative' estimator has important applications in multivariate samples, being easy of computation and of low variance.

Article information

Source
Ann. Math. Statist., Volume 30, Number 3 (1959), 814-824.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177706210

Digital Object Identifier
doi:10.1214/aoms/1177706210

Mathematical Reviews number (MathSciNet)
MR112217

Zentralblatt MATH identifier
0090.11401

JSTOR
links.jstor.org

Citation

Watterson, G. A. Linear Estimation in Censored Samples from Multivariate Normal Populations. Ann. Math. Statist. 30 (1959), no. 3, 814--824. doi:10.1214/aoms/1177706210. https://projecteuclid.org/euclid.aoms/1177706210


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