Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample

DOI10.1016/J.LAA.2015.09.035zbMATH Open1327.62333OpenAlexW2179207913MaRDI QIDQ896838FDOQ896838

Authors: Shin-ichi Tsukada 

Publication date: 14 December 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2015.09.035

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zbMATH Keywords

asymptotic distributioncorrelation matrixmonotone incomplete sample

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• The asymptotic variance matrix of the sample correlation matrix
• Kurtosis tests for multivariate normality with monotone incomplete data
• Missing at random, likelihood ignorability and model completeness.
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Multivariate data with missing observations
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
• Unbiased estimator for a covariance matrix under two-step monotone incomplete sample
• Asymptotic properties of canonical correlation analysis for one group with additional observa\-tions
• Tests for correlation matrices
• Approximations to the distribution of the sample correlation matrix
• Asymptotic expansions relating to discrimination based on two-step monotone missing samples
• The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample

Cited In (4)

• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

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