Statistical inference for location and scale of elliptically contoured models with monotone missing data
Φόρτωση...
Ημερομηνία
Συγγραφείς
Batsidis, A.
Zografos, K.
Τίτλος Εφημερίδας
Περιοδικό ISSN
Τίτλος τόμου
Εκδότης
Elsevier
Περίληψη
Τύπος
Είδος δημοσίευσης σε συνέδριο
Είδος περιοδικού
peer reviewed
Είδος εκπαιδευτικού υλικού
Όνομα συνεδρίου
Όνομα περιοδικού
Journal of Statistical Planning and Inference
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Σειρά βιβλίου
Έκδοση βιβλίου
Συμπληρωματικός/δευτερεύων τίτλος
Περιγραφή
In this paper statistical inference is developed for the estimation and testing problems of the location and scale parameters of the elliptically contoured family of distributions. The data matrix is of a monotone missing pattern. The analytic form of the maximum likelihood estimators of location and scale are derived, and based on them, the likelihood ratio test statistics are obtained for testing the following: (i) the location and scale parameters are, separately, equal to a specified vector and matrix, (ii) the location and scale parameters are, simultaneously, equal to a specified vector and matrix, and (iii) the hypothesis of lack of correlation between sets of variates that jointly described by the elliptically contoured family of distributions. The test of sphericity is also derived in the particular case of the multivariate normal distribution. The asymptotic null distributions of the resulting test statistics are derived for k = 2, as well as, for k > 2 steps of monotone missing data. The results are illustratively applied in the Appendix A, to specific elliptically contoured models like the multivariate t-distribution. The results are also illustrated using simulated data from a multivariate t-distribution. (c) 2004 Elsevier B.V. All rights reserved.
Περιγραφή
Λέξεις-κλειδιά
monotone missing data, elliptically contoured distributions, estimation, testing hypotheses, lack of correlation, multivariate t-distribution, pearson type ii and vii distributions, multivariate normal-distribution, conditional-independence models, maximum-likelihood-estimation, normal-mean vector, incomplete data, sample
Θεματική κατηγορία
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Σύνδεσμος
<Go to ISI>://000237678300010
http://ac.els-cdn.com/S0378375804004252/1-s2.0-S0378375804004252-main.pdf?_tid=c4fce3853bee523018e4a3418f35f71c&acdnat=1339398773_d079630299b8ad4c877a71cf8e9ccde9
http://ac.els-cdn.com/S0378375804004252/1-s2.0-S0378375804004252-main.pdf?_tid=c4fce3853bee523018e4a3418f35f71c&acdnat=1339398773_d079630299b8ad4c877a71cf8e9ccde9
Γλώσσα
en
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Γενική Περιγραφή / Σχόλια
Ίδρυμα και Σχολή/Τμήμα του υποβάλλοντος
Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών