Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Likelihood Ratio Criterion for Testing Sphericity from a Multivariate Normal Sample with 2-step Monotone Missing Data Pattern

  • Choi, Byung-Jin (Department of Applied Information Statistics, Kyonggi University)
  • Published : 2005.08.01
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Abstract

The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.

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References

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