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
asymptotic expansionlikelihood ratio testmaximum likelihood estimatorlinear interpolationmodified likelihood ratio test statistic
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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