Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample

DOI10.1016/J.JMVA.2014.04.019zbMATH Open1288.62021OpenAlexW1964334732MaRDI QIDQ2015067FDOQ2015067

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.019

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An identity for the Wishart distribution with applications
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Unbiased estimator for a covariance matrix under two-step monotone incomplete sample
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Asymptotic properties of canonical correlation analysis for one group with additional observa\-tions
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Asymptotic expansions for the distributions of the sample roots under nonnormality
Asymptotic expansions relating to discrimination based on two-step monotone missing samples
Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables
Discrimination of observations into one of two elliptic populations based on monotone training samples
Errors in discrimination with monotone missing data from multivariate normal populations

Cited In (4)

Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction
Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
Unbiased estimator for a covariance matrix under two-step monotone incomplete sample

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