Geodesic
Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix
Serdica Mathematical Journal, Tome 34 (2008) no. 2, pp. 509-530.

Voir la notice de l'article provenant de la source Bulgarian Digital Mathematics Library

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.
Keywords: Multivariate Normal Distribution, Wishart Distribution, Correlation Matrix Completion, Maximum Likelihood Ratio Test 
@article{SMJ2_2008_34_2_a9,
     author = {Veleva, Evelina},
     title = {Test for {Independence} of the {Variables} with {Missing} {Elements} in {One} and the {Same} {Column} of the {Empirical} {Correlation} {Matrix}},
     journal = {Serdica Mathematical Journal},
     pages = {509--530},
     publisher = {mathdoc},
     volume = {34},
     number = {2},
     year = {2008},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SMJ2_2008_34_2_a9/}
}
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
SP  - 509
EP  - 530
VL  - 34
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SMJ2_2008_34_2_a9/
LA  - en
ID  - SMJ2_2008_34_2_a9
ER  - 
%0 Journal Article
%A Veleva, Evelina
%T Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix
%J Serdica Mathematical Journal
%D 2008
%P 509-530
%V 34
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SMJ2_2008_34_2_a9/
%G en
%F SMJ2_2008_34_2_a9
Veleva, Evelina. Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix. Serdica Mathematical Journal, Tome 34 (2008) no. 2, pp. 509-530. http://geodesic.mathdoc.fr/item/SMJ2_2008_34_2_a9/