Likelihood ratio test for independence with partial multivariate normal data

DOI10.1080/03610928808829712MaRDI QIDQ3787308zbMATH OpenOpenAlexFDO

Authors Serge B. Provost

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829712

zbMATH Keywords

multivariate normal distributionlikelihood ratio statistictesting independenceincomplete multivariate dataindependence of subvectors

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3583127 (Why is no real title available?)
• Estimation of Parameters from Incomplete Data
• Inadmissibility of the maximum likelihood estimator for a multivariate normal distribution when some observations are missing
• Inference about means from incomplete multivariate data
• Inference and missing data
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum Likelihood Estimation with Incomplete Multivariate Data
• Missing Observations in Multivariate Statistics. III: Large Sample Analysis of Simple Linear Regression
• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
• Multiple Regression with Missing Observations among the Independent Variables
• Multivariate data with missing observations
• Multivariate tests with incomplete data
• Sampling distributions under missing values
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population

Cited in

(4)

• scientific article; zbMATH DE number 147617 (Why is no real title available?)
• Test for independence of the variables with missing elements in one and the same column of the empirical correlation matrix
• Likelihood ratio testing on partial multinormal data
• Asymptotic distributions of two test statistics for testing independence with missing data

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