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

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