Testing equality of covariance matrices when data are incomplete

Computational Statistics and Data Analysis

Volumn 51, Issue 9, 2007, Pages 4227-4239

  Jamshidian, Mortaza ^a   Schott, James R ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Likelihood ratio test; Missing completely at random; Missing data; Re scaled likelihood ratio test; Robust tests; Test of homogeneity of covariance matrices; Wald test

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; MAXIMUM LIKELIHOOD; PROBLEM SOLVING; RANDOM PROCESSES;

LIKELIHOOD RATIO TEST (LRT); MISSING COMPLETELY AT RANDOM; MISSING DATA; RE-SCALED LIKELIHOOD RATIO TEST; ROBUST TESTS; TEST OF HOMOGENEITY OF COVARIANCE MATRICES; WALD TEST;

COVARIANCE MATRIX;

EID: 34147161741     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.05.005     Document Type: Article

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