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

DOI10.1080/03610926.2013.868085MaRDI QIDQ2811403zbMATH OpenOpenAlexFDO

Authors Masashi Hyodo, Nobumichi Shutoh, Takashi Seo, Tatjana Pavlenko

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)

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Cites work

• scientific article; zbMATH DE number 3945094 (Why is no real title available?)
• A well-conditioned estimator for large-dimensional covariance matrices
• An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples
• 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
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population

Cited in

(10)

• Bayesian estimation of the precision matrix with monotone missing data
• The second-order moments of the sample covariances for time series with missing observations
• Estimating high-dimensional covariance and precision matrices under general missing dependence
• Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
• Covariance matrix estimation for left-censored data
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
• Unbiased estimator for a covariance matrix in a three-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
• Unbiased estimator for a covariance matrix under two-step monotone incomplete sample

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