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June, 1983 Multivariate Tests with Incomplete Data
Morris Eaton, Takeaki Kariya
Ann. Statist. 11(2): 654-665 (June, 1983). DOI: 10.1214/aos/1176346170


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.


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Morris Eaton. Takeaki Kariya. "Multivariate Tests with Incomplete Data." Ann. Statist. 11 (2) 654 - 665, June, 1983.


Published: June, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0524.62051
MathSciNet: MR696076
Digital Object Identifier: 10.1214/aos/1176346170

Primary: 62H15
Secondary: 62A05

Keywords: Invariance , locally most powerful invariant tests , missing data , testing independence

Rights: Copyright © 1983 Institute of Mathematical Statistics


Vol.11 • No. 2 • June, 1983
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