Statistical inference for location and scale of elliptically contoured models with monotone missing data

DOI10.1016/j.jspi.2004.10.021zbMath1090.62054OpenAlexW2058797596MaRDI QIDQ2495829

Konstantinos G. Zografos, Apostolos Batsidis

Publication date: 30 June 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.10.021

zbMATH Keywords

estimationmultivariate \(t\)-distributionelliptically contoured distributionstesting hypothesesmonotone missing dataPearson type II and VII distributionslack of correlation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (9)

Discrimination of observations into one of two elliptic populations based on monotone training samples ⋮ The risk of tensor Stein-rules in elliptically contoured distributions ⋮ Testing equality of mean vectors in a one-way MANOVA with monotone missing data ⋮ Asymptotic power comparison of T²-type test and likelihood ratio test for a mean vector based on two-step monotone missing data ⋮ Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model ⋮ The bias and risk functions of some Stein-rules in elliptically contoured distributions ⋮ Multivariate linear regression with non-normal errors: a solution based on mixture models ⋮ Errors in discrimination with monotone missing data from multivariate normal populations ⋮ Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables

Cites Work

• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
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• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Some simple test procedures for normal mean vector with incomplete data
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• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Inference and missing data
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Confidence estimation of a normal mean vector with incomplete data
• A note on the maximum likelihood estimators for multivariate normal distribution with monotone data
• Inferences on a normal covariance matrix and generalized variance with monotone missing data
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