(Received March 16, 1995; revised August 7, 1995)
Abstract. The maximum likelihood estimators are uniquely obtained in a multivariate normal distribution with AR(1) covariance structure for monotone data. The maximum likelihood estimator of mean is unbiased.
Key words and phrases: AR(1) covariance structure, conditional distribution, maximum likelihood estimator, missing data, monotone data, multivariate normal distribution.
Source ( TeX , DVI , PS )