Restriction and Selection in Multinormal Distributions

Maximum likelihood estimators of the parameters of a p-dimensional multinormal population are derived in this paper which are applicable when sample selection and observation is restricted with respect to x₁ but otherwise unrestricted with respect to x₂, ⋯, xₚ. Restrictions imposed may consist of truncation, censoring, or a selection which results in full observation of all sample specimens with respect to x₁, but eliminates certain sample specimens from subsequent observation with respect to x₂, ⋯, xₚ.