A multivariate variable model with possibility of missing data on a stochastic process

MaRDI QIDQ3224282zbMATH OpenFDO

Authors Ehsan Bahrami Samani

Publication date 30 March 2012

Full work available at URL http://www.pvamu.edu/pages/7187.asp

zbMATH Keywords

missing datasensitivity analysisBrownian motionfinance dataISNI

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Sensitivity analysis for nonignorable missing responses with application to multivariate random effect model
• scientific article; zbMATH DE number 2222305
• A general model for two-level data with responses missing at random
• Multivariate data with missing observations
• Information attainable in some randomly incomplete multivariate response models

Cited in

(2)

• scientific article; zbMATH DE number 6914575 (Why is no real title available?)
• Conditional moment models with data missing at random

This page was built for publication: A multivariate variable model with possibility of missing data on a stochastic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3224282)