Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample

DOI10.1016/j.laa.2019.05.023zbMath1429.62191OpenAlexW2945029729MaRDI QIDQ2272485

Shin-ichi Tsukada

Publication date: 10 September 2019

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2019.05.023

zbMATH Keywords

covariance matrixunbiased estimatormonotone incomplete sampledata with missing values

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Missing data (62D10)

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