Simultaneous tests for mean vectors and covariance matrices with three-step monotone missing data

DOI10.1007/S42519-023-00355-2zbMath1530.62023OpenAlexW4389807940MaRDI QIDQ6191734

Remi Sakai, Takashi Seo, Ayaka Yagi

Publication date: 9 February 2024

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-023-00355-2

zbMATH Keywords

asymptotic expansionlikelihood ratio testmaximum likelihood estimatorlinear interpolationmodified likelihood ratio test statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Missing data (62D10)

Cites Work

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• On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data
• Two-Sample Asymptotically Distribution-Free Tests for Incomplete Multivariate Observations
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Confidence estimation of a normal mean vector with incomplete data
• Inferences on a normal covariance matrix and generalized variance with monotone missing data

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