Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data

DOI10.1080/01966324.1998.10737458zbMath0919.62052OpenAlexW2051269118MaRDI QIDQ4240884

Yasunori Fujikoshi, Takashi Kanda

Publication date: 29 April 1999

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1998.10737458

zbMATH Keywords

normal distributionvariancesmonotone missing dataexact biasexact means

Mathematics Subject Classification ID

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

Related Items (29)

Finite-sample inference with monotone incomplete multivariate normal data. I. ⋮ Finite-sample inference with monotone incomplete multivariate normal data. II ⋮ The Stein phenomenon for monotone incomplete multivariate normal data ⋮ Discrimination of observations into one of two elliptic populations based on monotone training samples ⋮ Two-sample inference for normal mean vectors based on monotone missing data ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data ⋮ Testing equality of two normal covariance matrices with monotone missing data ⋮ Asymptotic power comparison of T²-type test and likelihood ratio test for a mean vector based on two-step monotone missing data ⋮ Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model ⋮ Improved simplified T² test statistics for a mean vector with monotone missing data ⋮ EPEM: efficient parameter estimation for multiple class monotone missing data ⋮ Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample ⋮ Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample ⋮ Simultaneous tests for mean vectors and covariance matrices with three-step monotone missing data ⋮ An asymptotic approximation for EPMC in linear discriminant analysis based on monotone missing data ⋮ Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample ⋮ Remarks on between estimator in the intraclass correlation model with missing data ⋮ Errors in discrimination with monotone missing data from multivariate normal populations ⋮ Bias correction forT²type statistic with two-step monotone missing data ⋮ Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample ⋮ Statistical inference for location and scale of elliptically contoured models with monotone missing data ⋮ Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample ⋮ Estimation of the covariance matrix with two-step monotone missing data ⋮ Multivariate normality test based on kurtosis with two-step monotone missing data ⋮ On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data ⋮ On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data ⋮ Multivariate regression with consecutively added dependent variables ⋮ An exact test for equality of two normal mean vectors with monotone missing data

Cites Work

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• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
• Lattice-ordered conditional independence models for missing data
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Multivariate data with missing observations
• Inference and missing data
• A note on the maximum likelihood estimators for multivariate normal distribution with monotone data

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