VERIFICATION OF THE OPTIMALITY PROPERTIES OF AN ESTIMATION PROCEDURE BY MONTE CARLO TECHNIQUES.
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
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The purpose of this paper is to illustrate the use of Monte Carlo generation of random samples from a Wishart distribution in the verification of the asymptotic properties of an estimation procedure. The procedure estimates the parameters of a multivariate normal distribution when some of the observation vectors are incomplete.
- Statistics and Probability