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Testing equality of covariance matrices when data are incomplete

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  • Jamshidian, Mortaza
  • Schott, James R.

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  • Jamshidian, Mortaza & Schott, James R., 2007. "Testing equality of covariance matrices when data are incomplete," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4227-4239, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:9:p:4227-4239
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    References listed on IDEAS

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    1. Kevin Kim & Peter Bentler, 2002. "Tests of homogeneity of means and covariance matrices for multivariate incomplete data," Psychometrika, Springer;The Psychometric Society, vol. 67(4), pages 609-623, December.
    2. M. Jamshidian & R. I. Jennrich, 2000. "Standard errors for EM estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 257-270.
    3. Aslam, Shagufta & Rocke, David M., 2005. "A robust testing procedure for the equality of covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 863-874, June.
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    Cited by:

    1. Yin, Yanqing, 2021. "Test for high-dimensional mean vector under missing observations," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    2. Carlos Coelho & Filipe Marques, 2012. "Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions," Computational Statistics, Springer, vol. 27(4), pages 627-659, December.
    3. Ke-Hai Yuan, 2009. "Identifying Variables Responsible for Data not Missing at Random," Psychometrika, Springer;The Psychometric Society, vol. 74(2), pages 233-256, June.

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