# Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix

Serdica Mathematical Journal (2008)

- Volume: 34, Issue: 2, page 509-530
- ISSN: 1310-6600

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topVeleva, Evelina. "Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix." Serdica Mathematical Journal 34.2 (2008): 509-530. <http://eudml.org/doc/281385>.

@article{Veleva2008,

abstract = {2000 Mathematics Subject Classification: 62H15, 62H12.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.},

author = {Veleva, Evelina},

journal = {Serdica Mathematical Journal},

keywords = {Multivariate Normal Distribution; Wishart Distribution; Correlation Matrix Completion; Maximum Likelihood Ratio Test; multivariate normal distribution; Wishart distribution; completion; maximum likelihood ratio test.},

language = {eng},

number = {2},

pages = {509-530},

publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},

title = {Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix},

url = {http://eudml.org/doc/281385},

volume = {34},

year = {2008},

}

TY - JOUR

AU - Veleva, Evelina

TI - Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix

JO - Serdica Mathematical Journal

PY - 2008

PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences

VL - 34

IS - 2

SP - 509

EP - 530

AB - 2000 Mathematics Subject Classification: 62H15, 62H12.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.

LA - eng

KW - Multivariate Normal Distribution; Wishart Distribution; Correlation Matrix Completion; Maximum Likelihood Ratio Test; multivariate normal distribution; Wishart distribution; completion; maximum likelihood ratio test.

UR - http://eudml.org/doc/281385

ER -

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