Lattice-ordered conditional independence models for missing data

DOI10.1016/0167-7152(91)90003-AzbMath0751.62026MaRDI QIDQ1186630

Michael D. Perlman, Steen Arne Andersson

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

factorizationunknown covariance matrixmissing datamaximum likelihood estimatorsmonotone patternmultivariate normal distributionnormal linear regression modelsjoint likelihood functionlattice-ordered conditional independence restrictionsmixing datastepwise conditioning

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

Related Items

Finite-sample inference with monotone incomplete multivariate normal data. I., On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs, Conditional independence models for seemingly unrelated regressions with incomplete data, Statistical inference for location and scale of elliptically contoured models with monotone missing data, Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence, Lattice conditional independence models for contingency tables with non-monotone missing data patterns, Efficiency of lattice conditional independence models for multinormal samples with non-monotone missing data, Testing lattice conditional independence models based on monotone missing data., Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data, On a problem of Andersson and Perlman

Cites Work

• Conditional independence for statistical operations
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Characterizing the Estimation of Parameters in Incomplete-Data Problems
• Estimation of Parameters from Incomplete Data
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