A test for subvector of mean vector with two-step monotone missing data

zbMATH Open1359.62201MaRDI QIDQ3178888FDOQ3178888

Authors: Tamae Kawasaki, Takashi Seo 

Publication date: 20 December 2016

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zbMATH Keywords

likelihood ratio testMonte Carlo simulationmaximum likelihood estimatorsRao's \(U\) statistic

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (7)

• Tests for mean vectors with two-step monotone missing data for the \(k\)-sample problem
• A modified likelihood ratio test for a mean vector 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
• Simultaneous tests for mean vectors and covariance matrices with three-step monotone missing data
• Two-sample inference for normal mean vectors based on monotone missing data
• Tests for mean vector with two-step monotone missing data
• Simultaneous testing of the mean vector and the covariance matrix with-two-step monotone missing data

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