The Annals of Statistics

Multivariate Tests with Incomplete Data

Morris Eaton and Takeaki Kariya

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Abstract

In the context of a normal model, testing problems with missing data are considered. Tests on means are treated when independent extra data on the first $p_1$ variates of $p$ variates is available in addition to complete data. For testing that the mean of the first $p_1$ variates is zero, the LRT is UMP invariant, but for testing that the whole mean is zero, no LMPI (locally most powerful invariant) test exists. Second, tests for independence are treated in similar situations, and an LMPI test for each situation is derived. In some situations it is found that the LRT for independence ignores the extra data.

Article information

Source
Ann. Statist., Volume 11, Number 2 (1983), 654-665.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176346170

Digital Object Identifier
doi:10.1214/aos/1176346170

Mathematical Reviews number (MathSciNet)
MR696076

Zentralblatt MATH identifier
0524.62051

JSTOR
links.jstor.org

Subjects
Primary: 62H15: Hypothesis testing
Secondary: 62A05

Keywords
Missing data locally most powerful invariant tests testing independence invariance

Citation

Eaton, Morris; Kariya, Takeaki. Multivariate Tests with Incomplete Data. Ann. Statist. 11 (1983), no. 2, 654--665. doi:10.1214/aos/1176346170. https://projecteuclid.org/euclid.aos/1176346170


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