Testing equality of two normal covariance matrices with monotone missing data

DOI10.1080/03610926.2019.1591453MaRDI QIDQ5077470zbMATH OpenOpenAlexFDO

Authors Jianqi Yu, K. Krishnamoorthy, Yafei He

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1591453

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatorsmissing datamonotone patternpowerssizes

Mathematics Subject Classification ID

Statistics (62-XX) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• Confidence estimation of a normal mean vector with incomplete data
• scientific article; zbMATH DE number 4020230 (Why is no real title available?)
• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• Inferences on a normal covariance matrix and generalized variance with monotone missing data
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Missing at random, likelihood ignorability and model completeness.
• Multivariate Behrens-Fisher problem with missing data
• On testing equality of means of correlated variables with incomplete data
• Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Some simple test procedures for normal mean vector with incomplete data
• Two-sample inference for normal mean vectors based on monotone missing data

Cited in

(16)

• Testing equality of covariance matrices when data are incomplete
• On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data
• Testing equality of mean vectors in two sample problem with missing data
• Testing a normal covariance matrix for small samples with monotone missing data
• scientific article; zbMATH DE number 4082756 (Why is no real title available?)
• MULTIVARLYTE ANALYSIS OF CLUSTERED SURVEY DATA: TESTING EQUALITY OF COVARLANCE MATRICES
• Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
• Tests of homogeneity of means and covariance matrices for multivariate incomplete data
• scientific article; zbMATH DE number 926567 (Why is no real title available?)
• Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model
• Simultaneous testing of the mean vector and the covariance matrix with-two-step monotone missing data
• An exact test for equality of two normal mean vectors with monotone missing data
• Inferences on a normal covariance matrix and generalized variance with monotone missing data
• Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data
• Multivariate Behrens-Fisher problem with missing data
• Finite-sample inference with monotone incomplete multivariate normal data. II

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