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

DOI10.1080/03610920701653102MaRDI QIDQ5457966zbMATHOpenAlexFDO

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

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)

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Cited in

(6)

• The Stein phenomenon for monotone incomplete multivariate normal data
• Multivariate linear regression with non-normal errors: a solution based on mixture models
• scientific article; zbMATH DE number 5563734 (Why is no real title available?)
• 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
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample

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