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 p-dimensional 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