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

DOI10.1080/03610920701653102MaRDI QIDQ5457966zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

consistency of estimatorselliptically contoured distributionsestimationgeneralized Wilk's distributionhypothesis testingmonotone missing datamultivariate linear regression analysis

Mathematics Subject Classification ID

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

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Cited in

(7)

• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
• Statistical inference for location and scale of elliptically contoured models with monotone missing data
• scientific article; zbMATH DE number 5563734 (Why is no real title available?)
• Bayesian Robust Multivariate Linear Regression With Incomplete 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
• The Stein phenomenon for monotone incomplete multivariate normal data

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