Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data

DOI10.1080/01966324.1998.10737458zbMATH Open0919.62052OpenAlexW2051269118MaRDI QIDQ4240884FDOQ4240884

Authors: Yasunori Fujikoshi, Takashi Kanda 

Publication date: 29 April 1999

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1998.10737458

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zbMATH Keywords

monotone missing datanormal distributionvariancesexact biasexact means

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cites Work

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• Inference and missing data
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• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Multivariate data with missing observations
• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
• Title not available (Why is that?)
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Lattice-ordered conditional independence models for missing data
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• A note on the maximum likelihood estimators for multivariate normal distribution with monotone data

Cited In (34)

• Remarks on between estimator in the intraclass correlation model with missing data
• On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data
• Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample
• An exact test for equality of two normal mean vectors with monotone missing data
• Multivariate regression with consecutively added dependent variables
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Statistical inference for location and scale of elliptically contoured models with monotone missing data
• Improved simplified T² test statistics for a mean vector with monotone missing data
• Testing equality of two normal covariance matrices with monotone missing data
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
• On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with 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
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
• EPEM: efficient parameter estimation for multiple class monotone missing data
• Two-sample inference for normal mean vectors based on monotone missing data
• Bias correction for \(T^2\) type statistic with two-step monotone missing data
• Some applications of the analysis of multivariate normal data with missing observations
• Multivariate normality test based on kurtosis with two-step monotone missing data
• Estimation of the covariance matrix with two-step monotone missing data
• An asymptotic approximation for EPMC in linear discriminant analysis based on monotone missing data
• On the use of historical estimates
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
• Discrimination of observations into one of two elliptic populations based on monotone training samples
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
• Errors in discrimination with monotone missing data from multivariate normal populations
• The Stein phenomenon for monotone incomplete multivariate normal data
• Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
• Testing for main fixed effects: The symmetry assumption and monotone incomplete data
• Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data
• Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model

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