On the asymptotic distribution of T^2-type statistic with two-step monotone missing data
On the asymptotic distribution of T^2-type statistic with two-step monotone missing data
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关于两步单调缺失数据的T^2型统计量的渐近分布
DOI：
10.1080/15598608.2018.1450795
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发表时间：
2018
影响因子：
0.6
通讯作者：
Takashi Seo
中科院分区：
文献类型：
--
作者：
Tamae Kawasaki;Nobumichi Shutoh;Takashi Seo
本文在大样本渐近框架下，研究了两步单调缺失数据集的Hotelling T2型检验统计量的渐近分布.特别是，渐近展开的分布和上限的推导使用摄动方法的阶数n −1，其中n =N-2和N表示总样本量。此外，利用Fujikoshi变换，我们还考虑了检验统计量的Bartlett型修正。最后，我们调查的性能，建议近似的上半部分和Bartlett型校正的检验统计量进行Monte Carlo模拟的一些选定的参数。
In this article, we consider the asymptotic distribution of Hotelling’sT2-type test statistic when a two-step monotone missing data set is drawn from a multivariate normal population under a large-sample asymptotic framework. In particular, asymptotic expansions for the distribution and upper percentiles are derived using a perturbation method up to the terms of ordern−1, wheren=N-2 andNdenotes the total sample size. Furthermore, making use of Fujikoshi’s transformations, we also have Bartlett-type corrections of the test statistic considered in this article. Finally, we investigate the performance of the proposed approximation to the upper percentiles and Bartletttype correction for the test statistic by conducting Monte Carlo simulations for some selected parameters.