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

DOI10.1016/J.JMVA.2014.08.005MaRDI QIDQ458650zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Inferences on a normal covariance matrix and generalized variance with monotone missing data
• Kurtosis tests for multivariate normality with monotone incomplete data
• 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

Cited in

(9)

• Multivariate normality test based on kurtosis with two-step monotone missing data
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• On the likelihood ratio test for the equality of multivariate normal populations with two-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
• Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
• A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices
• Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample
• scientific article; zbMATH DE number 4082756 (Why is no real title available?)

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