Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/2603

 Title: Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix Authors: Veleva, Evelina Keywords: Multivariate Normal DistributionWishart DistributionCorrelation Matrix CompletionMaximum Likelihood Ratio Test Issue Date: 2008 Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences Citation: Serdica Mathematical Journal, Vol. 34, No 2, (2008), 509p-530p Abstract: 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. Description: 2000 Mathematics Subject Classification: 62H15, 62H12. URI: http://hdl.handle.net/10525/2603 ISSN: 1310-6600 Appears in Collections: Volume 34, Number 2

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