Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s <i>T</i><sup>2</sup>-statistic (Q4970828)
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scientific article; zbMATH DE number 7257467
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English | Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s <i>T</i><sup>2</sup>-statistic |
scientific article; zbMATH DE number 7257467 |
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Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s <i>T</i><sup>2</sup>-statistic (English)
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7 October 2020
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asymptotic distribution
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confidence region
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equivariance
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Hotelling's \(T^2\)-squared statistic
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maximum likelihood estimator
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missing completely at random
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missing data
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monotone incomplete data
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multivariate normal distribution
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orthogonal invariance
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pivotal quantity
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stochastic representation
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simultaneous confidence intervals
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