Finite-sample inference with monotone incomplete multivariate normal data. I.

DOI10.1016/j.jmva.2009.05.003zbMath1171.62038OpenAlexW2127749655MaRDI QIDQ842908

Wan-Ying Chang, Donald St. P. Richards

Publication date: 28 September 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.05.003

zbMATH Keywords

maximum likelihood estimationWishart distributionsimultaneous confidence intervalsmissing completely at randomellipsoidal confidence regionsHotelling's \(T^{2}\)-statisticmatrix F-distributionmultivariate Esseen inequality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (17)

Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix ⋮ 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 ⋮ Testing equality of mean vectors in a one-way MANOVA 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 ⋮ Improved simplified T² test statistics for a mean vector with monotone missing data ⋮ Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample ⋮ Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample ⋮ Kurtosis tests for multivariate normality with monotone incomplete data ⋮ Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample ⋮ 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 ⋮ Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample ⋮ Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data ⋮ Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic ⋮ On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data

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