Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables

DOI10.1080/03610920701653102zbMATH Open1318.62171OpenAlexW2096115247MaRDI QIDQ5457966FDOQ5457966

Authors: A. Batsidis, K. Zografos 

Publication date: 10 April 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701653102

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zbMATH Keywords

hypothesis testingestimationmonotone missing dataelliptically contoured distributionsconsistency of estimatorsgeneralized Wilk's distributionmultivariate linear regression analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (6)

• Statistical inference for location and scale of elliptically contoured models with monotone missing data
• Asymptotic power comparison of T²-type test and likelihood ratio test for a mean vector based on two-step monotone missing data
• Multivariate linear regression with non-normal errors: a solution based on mixture models
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
• The Stein phenomenon for monotone incomplete multivariate normal data
• Title not available (Why is that?)

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