
Accession Number : AD0766316
Title : Estimation of a Linear Transformation,
Corporate Author : JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF STATISTICS
Personal Author(s) : Gleser,Leon Jay ; Watson,Geoffrey S.
Report Date : AUG 1972
Pagination or Media Count : 19
Abstract : A problem arising in the earth sciences can be formulated as follows: Pairs (X(i), y(i)) of independent pdimensional normal random vectors having common covariance matrix Sigma squared are observed, i=1,2,...,n. It is assumed that x(i) and y(i) have respective mean vectors Xi(i) and B Xi(i), i=1,2,...,n, where the p x 1 vectors Xi(1), Xi(2),...,Xi(n), the p x p matrix B, and Sigma squared are unknown, and the p x p matrix sigma is assumed known. Maximum likelihood estimators of the unknown parameters are obtained when n or = 2p, and their behavior is studied both theoretically and in simulations. Some other approaches to the estimation of functional relationships are also studied, and are shown to yield the same estimators as maximum likelihood. (Author)
Descriptors : (*GLACIERS, *DEFORMATION), MULTIVARIATE ANALYSIS, STRUCTURAL GEOLOGY, MATRICES(MATHEMATICS), TRANSFORMATIONS(MATHEMATICS), MATHEMATICAL MODELS
Subject Categories : Geology, Geochemistry and Mineralogy
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE