Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables

DOI10.1080/03610920701653102zbMath1318.62171OpenAlexW2096115247MaRDI QIDQ5457966

Apostolos Batsidis, Konstantinos G. Zografos

Publication date: 10 April 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701653102

zbMATH Keywords

estimationhypothesis testingelliptically contoured distributionsmonotone missing dataconsistency of estimatorsgeneralized Wilk's distributionmultivariate linear regression analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items

The Stein phenomenon for monotone incomplete multivariate normal data, Asymptotic power comparison of T²-type test and likelihood ratio test for a mean vector based on two-step monotone missing data, Multivariate linear regression with non-normal errors: a solution based on mixture models, Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample

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