Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data

DOI10.1007/s10463-014-0498-1zbMath1440.62213MaRDI QIDQ263260

Ke-Hai Yuan, Wai Chan, Yu-Bin Tian

Publication date: 4 April 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0498-1

zbMATH Keywords

Monte Carlo; missing data; robust means and dispersion matrix; sandwich-type covariance matrix

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Missing data mechanisms and homogeneity of means and variances-covariances

Uses Software

• rsem
• robustbase
• WRS2
• bootstrap

Cites Work

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