Multivariate normal distribution approaches for dependently truncated data

DOI10.1007/s00362-010-0321-xzbMath1241.62094OpenAlexW1982964169MaRDI QIDQ434391

Takeshi Emura, Yoshihiko Konno

Publication date: 10 July 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-010-0321-x

zbMATH Keywords

maximum likelihoodmultivariate analysiscorrelation coefficientmissing dataparametric bootstrap

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

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Uses Software

• bootstrap

Cites Work

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