Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
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DOI: 10.1007/s10463-014-0498-1
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References listed on IDEAS
- Roderick J. A. Little, 1988. "Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(1), pages 23-38, March.
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Cited by:
- Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
- Ke-Hai Yuan & Mortaza Jamshidian & Yutaka Kano, 2018. "Missing Data Mechanisms and Homogeneity of Means and Variances–Covariances," Psychometrika, Springer;The Psychometric Society, vol. 83(2), pages 425-442, June.
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Keywords
Missing data; Monte Carlo; Robust means and dispersion matrix; Sandwich-type covariance matrix;All these keywords.
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