Asymptotic distributions of two test statistics for testing independence with missing data

DOI10.1080/03610928608829138MaRDI QIDQ3736737zbMATH OpenOpenAlexFDO

Authors S. R. Chakravorti, Muni S. Srivastava

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03610928608829138

zbMATH Keywords

likelihood ratio testnormalitymultivariate dataLRTmissing observationstesting independenceincomplete samplesasymptotic null and non-null distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Likelihood ratio test for independence with partial multivariate normal data
• Two-Sample Asymptotically Distribution-Free Tests for Incomplete Multivariate Observations
• Test for independence of the variables with missing elements in one and the same column of the empirical correlation matrix
• On the local minimaxity of a test of independence in incomplete samples
• A test for independence of two sets of variables when the number of variables is large relative to the sample size

Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Multivariate tests with incomplete data

Cited in

(6)

• Finite-sample inference with monotone incomplete multivariate normal data. II
• Testing conditional independence with data missing at random
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
• Test for independence of the variables with missing elements in one and the same column of the empirical correlation matrix
• On the local minimaxity of a test of independence in incomplete samples
• Likelihood ratio test for independence with partial multivariate normal data

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