The Stein phenomenon for monotone incomplete multivariate normal data
نویسندگان
چکیده
منابع مشابه
The Stein phenomenon for monotone incomplete multivariate normal data
We establish the Stein phenomenon in the context of two-step, monotone incomplete data drawn from Np+q(μ,Σ), a (p+ q)-dimensional multivariate normal population with mean μ and covariance matrix Σ. On the basis of data consisting of n observations on all p+q characteristics and an additional N − n observations on the last q characteristics, where all observations are mutually independent, denot...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2010
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2009.11.002