Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
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Cites work
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
- Finite-sample inference with monotone incomplete multivariate normal data. I.
- Finite-sample inference with monotone incomplete multivariate normal data. II
- Inferences on a normal covariance matrix and generalized variance with monotone missing data
- Kurtosis tests for multivariate normality with monotone incomplete data
- Maximum-likelihood estimation of the parameters of a multivariate normal distribution
- Multivariate data with missing observations
- On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data
- Simultaneous testing of the mean vector and the covariance matrix with-two-step monotone missing data
- Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
- Two-sample inference for normal mean vectors based on monotone missing data
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