Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample

DOI10.1016/j.laa.2015.09.035zbMath1327.62333OpenAlexW2179207913MaRDI QIDQ896838

Shin-ichi Tsukada

Publication date: 14 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.laa.2015.09.035

zbMATH Keywords

asymptotic distributioncorrelation matrixmonotone incomplete sample

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample ⋮ On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data

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