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

DOI10.1016/j.jmva.2009.09.011zbMath1181.62076OpenAlexW4243027842MaRDI QIDQ847416

Wan-Ying Chang, Donald St. P. Richards

Publication date: 12 February 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.09.011

zbMATH Keywords

maximum likelihood estimationWishart distributionlikelihood ratio testsmissing completely at randomsphericity testmultivariate analysis of variancelocally most powerful invariant teststesting independencematrix \(F\)-distributionunbiased test statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (13)

Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix ⋮ The Stein phenomenon for monotone incomplete multivariate normal data ⋮ An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples ⋮ On distance based goodness of fit tests for missing data when missing occurs at random ⋮ 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 ⋮ 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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