Finite-sample inference with monotone incomplete multivariate normal data, I
نویسندگان
چکیده
منابع مشابه
Finite-sample inference with monotone incomplete multivariate normal data, I
We consider problems in finite-sample inference with two-step, monotone incomplete data drawn from Nd(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. We derive a stochastic representation for the exact distribution of b μ, the maximum likelihood estimator of μ. We obtain ellipsoidal confidence regions for μ through T , a generalization of Hotelling’s statistic. We de...
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We continue our recent work on finite-sample, i.e., non-asymptotic, inference with two-step, monotone incomplete data from Nd(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. Under the assumption that Σ is block-diagonal when partitioned according to the two-step pattern, we derive the distributions of the diagonal blocks of b Σ and of the estimated regression matrix,...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2009.05.003