Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix

DOI10.1016/0024-3795(85)90198-3zbMath0581.62047OpenAlexW2090036138MaRDI QIDQ1067715

Ted H. Szatrowski

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90198-3

zbMATH Keywords

algorithmslikelihood ratio statisticdelta methodmaximum likelihood equationsmissing-datalinearly patterned correlation matricesVotaw's hypotheses

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem ⋮ Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix

Cites Work

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• Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix
• Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem
• Testing pattern hypotheses for correlation matrices
• The analysis of patterned correlation matrices by generalized least squares
• Testing Compound Symmetry in a Normal Multivariate Distribution