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

DOI10.1016/J.JMVA.2014.04.019MaRDI QIDQ2015067zbMATHOpenAlexFDO

Authors Shin-ichi Tsukada

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

Mathematics Subject Classification ID

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

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• Unbiased estimator for a covariance matrix under two-step monotone incomplete sample

Cited in

(4)

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

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