## The Annals of Mathematical Statistics

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

### Linear Estimation in Censored Samples from Multivariate Normal Populations

#### 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