Estimation of the covariance matrix with two-step monotone missing data

DOI10.1080/03610926.2013.868085zbMATH Open1341.62120OpenAlexW2088023165MaRDI QIDQ2811403FDOQ2811403

Nobumichi Shutoh, Takashi Seo, Tatjana Pavlenko, Masashi Hyodo

Publication date: 10 June 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.868085

zbMATH Keywords

monotone missing datahigh-dimensional estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• A well-conditioned estimator for large-dimensional covariance matrices
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population

Cited In (4)

• The second-order moments of the sample covariances for time series with missing observations
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
• Two-sample inference for normal mean vectors based on monotone missing data
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data

This page was built for publication: Estimation of the covariance matrix with two-step monotone missing data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2811403)