For multivariate nonlinear regression and multivariate generalized linear regression models, with repeated measurements and possible missing values, we derive the asymptotic normality of a general estimating equations estimator of the regression matrix. We also provide consistent estimators of...

The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the...

Abstract Suppose mutually independent observations are drawn from absolutely continuous, unimodal, symmetric distributions with an order restriction on the medians, μ 0 ≤ min{ μ 1 , μ 2 ,..., μ m }. An isotonic regression estimator is shown to stochastically dominate the marginal sample...