Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T2-statistic

DOI10.1177/1471082X13494611MaRDI QIDQ4970828zbMATH OpenOpenAlexFDO

Authors Megan M. Romer, Donald Richards

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x13494611

zbMATH Keywords

asymptotic distributionconfidence regionequivarianceHotelling's \(T^2\)-squared statisticmaximum likelihood estimatormissing completely at randommissing datamonotone incomplete datamultivariate normal distributionorthogonal invariancepivotal quantitysimultaneous confidence intervalsstochastic representation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Confidence estimation of a normal mean vector with incomplete data
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
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• Inference about means from incomplete multivariate 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 for multivariate normal distribution with monotone sample
• Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Tests for mean vector with two-step monotone missing data
• The Stein phenomenon for monotone incomplete multivariate normal data

Cited in

(6)

• Kurtosis tests for multivariate normality with monotone incomplete data
• Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model
• Improved simplified T² test statistics for a mean vector with monotone missing data
• Testing equality of two mean vectors with monotone incomplete data
• Tests for one and two mean vectors and simultaneous confidence intervals with monotone incomplete data
• Sphericity test on variance-covariance matrix with monotone missing data

Describes a project that uses

Uses Software

• MINITAB
• R

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