The aim of the paper is estimation of the generalized variance of a bivariate normal distribution in the case of a sample with missing observations. The estimator based on all available observations is compared with the estimator based only on complete pairs of observations.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am28-2-2,
author = {Wiktor Oktaba and Joanna Tarasi\'nska},
title = {Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample},
journal = {Applicationes Mathematicae},
volume = {28},
year = {2001},
pages = {143-149},
zbl = {1008.62549},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am28-2-2}
}
Wiktor Oktaba; Joanna Tarasińska. Estimation of the generalized variance in a bivariate normal distribution from an incomplete sample. Applicationes Mathematicae, Tome 28 (2001) pp. 143-149. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am28-2-2/