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

DOI10.1016/J.JMVA.2009.05.003MaRDI QIDQ842908zbMATH OpenOpenAlexFDO

Authors Wan-Ying Chang, Donald 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 distributionmissing completely at randomsimultaneous confidence intervalsellipsoidal confidence regionsHotelling's \(T^{2}\)-statisticmatrix F-distributionmultivariate Esseen inequality

Mathematics Subject Classification ID

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

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Cited in

(21)

• Unbiased estimator for a covariance matrix under two-step monotone incomplete sample
• 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
• 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
• Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
• Missing data imputation using the multivariate \(t\) distribution
• Kurtosis tests for multivariate normality with monotone incomplete data
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
• Bias correction for \(T^2\) type statistic with two-step monotone missing data
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
• Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
• Testing for main fixed effects: The symmetry assumption and monotone incomplete data
• Statistical inference for location and scale of elliptically contoured models 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
• Testing equality of mean vectors in a one-way MANOVA with monotone missing data
• Improved simplified T² test statistics for a mean vector with monotone missing data
• Asymptotic expansion for distribution of the trace of a covariance 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

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