Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample

DOI10.1080/03610926.2012.671881zbMath1462.62331MaRDI QIDQ5419670

Shin-ichi Tsukada

Publication date: 11 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.671881

zbMATH Keywords

covariance matrix; unbiasedness; monotone incomplete sample

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

Related Items

Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample, Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample, Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample, Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample

Cites Work

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