Journal
COMMUNICATIONS IN MATHEMATICS AND STATISTICS
Volume -, Issue -, Pages -Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s40304-023-00358-2
Keywords
Asymptotic distribution; Correlation matrix; Monotone incomplete sample
Categories
Ask authors/readers for more resources
This study investigates the asymptotic distribution of the estimator for the correlation matrix and proposes a hypothesis testing method in a three-step monotone incomplete sample, which is validated by numerical simulation.
Data with missing values are often obtained using multivariate statistical analyses. It is crucial to study how to estimate parameters and test hypotheses using such data. There exists a step monotone incomplete sample as a simple model of data, which includes such missing values. In this study, we derive the asymptotic distribution of the estimator for the correlation matrix and propose a hypothesis testing method for it in a three-step monotone incomplete sample. Further, we investigate the accuracy of our results by numerical simulation.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available