Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix
| Data(s) |
21/07/2016
21/07/2016
2008
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|---|---|
| Resumo |
2000 Mathematics Subject Classification: 62H15, 62H12. We consider variables with joint multivariate normal distribution and suppose that the sample correlation matrix has missing elements, located in one and the same column. Under these assumptions we derive the maximum likelihood ratio test for independence of the variables. We obtain also the maximum likelihood estimations for the missing values. |
| Identificador |
Serdica Mathematical Journal, Vol. 34, No 2, (2008), 509p-530p 1310-6600 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Multivariate Normal Distribution #Wishart Distribution #Correlation Matrix Completion #Maximum Likelihood Ratio Test |
| Tipo |
Article |
