The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure

DOI10.1016/0024-3795(90)90371-IMaRDI QIDQ911187zbMATH OpenFDO

Authors K. G. Jinadasa

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0024-3795(90)90371-I

zbMATH Keywords

covariance structureinformation matrixmissing datamultivariate normal distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Inferences on a normal covariance matrix and generalized variance with monotone missing data
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Cites work

• Applications of the matrix operators vech and vec
• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• The commutation matrix: Some properties and applications
• The Elimination Matrix: Some Lemmas and Applications

Cited in

(1)

• On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data

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