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Asymptotic distributions in the testing and estimation of the missing-data multivariate normal linear patterned mean and correlation matrix
Authors:Ted H Szatrowski
Institution:Graduate School of Management Rutgers University Newark, New Jersey 07102, USA
Abstract:Techniques used by Szatrowski (1979, 1983) to solve the testing and estimation problem for linear patterned covariance are used to obtain results for the linear patterned correlation problem in the presence of missing data. Iterative algorithms are given for finding the maximum-likelihood estimates (MLE). Asymptotic distributions of the MLE and likelihood-ratio statistics (LRS) are obtained using the delta method.
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