Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample

DOI10.1016/J.JMVA.2014.08.005zbMATH Open1360.62291OpenAlexW2048803912MaRDI QIDQ458650FDOQ458650

Authors: Shin-ichi Tsukada 

Publication date: 8 October 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.08.005

Recommendations

• Testing equality of two normal covariance matrices with monotone missing data
• Tests for mean vectors with two-step monotone missing data for the \(k\)-sample problem
• On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data
• Simultaneous testing of the mean vector and the covariance matrix with-two-step monotone missing data
• Testing equality of mean vectors in two sample problem with missing data

zbMATH Keywords

covariance matrixmean vectorlikelihood ratio criterionmonotone incomplete dataWald-type criterion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Kurtosis tests for multivariate normality with monotone incomplete data
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Multivariate data with missing observations
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Unbiased estimator for a covariance matrix under two-step monotone incomplete sample
• Inferences on a normal covariance matrix and generalized variance with monotone missing data

Cited In (9)

• 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
• Title not available (Why is that?)
• A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices
• 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
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Multivariate normality test based on kurtosis with two-step monotone missing data
• Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension

This page was built for publication: Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q458650)