Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables

DOI10.1016/j.jmva.2013.11.006zbMath1278.62084OpenAlexW1966518060MaRDI QIDQ392100

Victoria Savalei, Ke-Hai Yuan

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.006

zbMATH Keywords

asymptoticsMonte Carlonon-normally distributed populationsnot missing at random

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

Uses Software

• rsem

Cites Work

• Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
• Robust structural equation modeling with missing data and auxiliary variables
• Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
• ML estimation of the multivariate \(t\) distribution and the EM algorithm
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
• Inference and missing data
• Diagnostics and Robust Estimation in Multivariate Data Transformations
• TESTING FOR NORMALITY
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