Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

This work presents an application of the EM-algorithm to two problems of estimation and testing in a multivariate normal distribution with missing data. The assumptions are that the observations are ...

Let X1,... ,Xn be a sequence of independent random vectors, such that the first k of this sequence, X1,... ,Xk have a common multivariate normal distribution $N_{p ...

In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default generalized least-squares and maximum ...

Charlene Rhinehart is a CPA , CFE, chair of an Illinois CPA Society committee, and has a degree in accounting and finance from DePaul University. Vikki Velasquez is a researcher and writer who has ...