A test for subvector of mean vector with two-step monotone missing data
Author:
Affiliation:
1. Department of Mathematical Information Science, Tokyo University of Science 1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan
Publisher
SUT Journal of Mathematics - Tokyo University of Science
Subject
General Mathematics
Reference17 articles.
1. [1] Anderson, T. W. (1957). Maximum likelihood estimates for a multivariate normal distribution where some observations are missing. J. Amer. Statist. Assoc., 52, 200–203.
2. [2] Chang, W.-Y. and Richard, D. St. P. (2009). Finite-sample inference with monotone incomplete multivariate normal data I. J. Multivariate Anal., 100, 1883–1899.
3. [3] Eaton, M. L. and Kariya, T. (1975). Tests on means with additional information. Technical Report #243, University of Minnesota.
4. [4] Giri, N. C. (1964). On the likelihood ratio test of a normal multivariate testing problem. Ann. Math. Stat., 35, 181–189, 1388.
5. [5] Kanda, T. and Fujikoshi, Y. (1998). Some basic properties of the MLE’s for a multivariate normal distribution with monotone missing data. Amer. J. Math. Management Sci., 18, 161–190.
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