Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values

Keywords

Missing data, Statistics, Estimation of covariance matrices, Covariance matrix, Mathematics

References

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• Outlier Models and Prior Distributions in Bayesian Linear RegressionMike West — 1984
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• The Influence Curve and Its Role in Robust EstimationFrank R. Hampel — 1974
• INFERENCE AND MISSING DATADonald B. Rubin — 1975
• Robust estimation: A condensed partial surveyFrank R. Hampel — 1973
• The Treatment of Missing Data in Multivariate AnalysisJae-On Kim, James Curry — 1977
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• THE USE OF SPECIAL MATRIX OPERATORS IN STATISTICAL CALCULUSAlbert E. Beaton — 1964
• Robust Estimation of Dispersion Matrices and Principal ComponentsSusan J. Devlin, R. Gnanadesikan, J. R. Kettenring — 1981
• MAXIMUM LIKELIHOOD ESTIMATION WITH INCOMPLETE MULTIVARIATE DATAIrene M. Trawinski, Rolf E. Bargmann — 1964
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when Some Observations are MissingT. W. Anderson — 1957
• Unbalanced repeated-measures models with structured covariance matrices.Robert I. Jennrich, Mark Schluchter — 1986
• The analysis of incomplete data.H. O. Hartley, R. R. Hocking — 1971
• Characterizing the Estimation of Parameters in Incomplete-Data ProblemsDonald B. Rubin — 1974
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• Missing Data in Regression AnalysisYoel Haitovsky — 1968
• Methods for statistical data analysis of multivariate observationsR. M. Loynes, R. Gnanadesikan — 1977
• Statistical Analysis with Missing Data.Larry E. Richards, Roderick J. A. Little, Donald B. Rubin — 1989
• Distributions in Statistics: Continuous Multivariate DistributionsW. R. Buckland, Norman L. Johnson, S. Kotz — 1973

Cited by

• Robust inference for mixed censored and binary response models with missing covariatesCintio Vetier — 2016
• Modelling Thirty-day Mortality in the Acute Respiratory Distress Syndrome (ARDS) in an Adult ICUJohn L. Moran, P. J. Solomon, V Fox — 2004
• Split questionnaire designs and missing data in multi-level modelsJames Chipperfield — 2011
• Modelo de calibração ultraestruturalAlina Marcondes Talarico — 2014
• Robust Coefficients Alpha and Omega and Confidence Intervals With Outlying Observations and Missing DataZhiyong Zhang, Ke‐Hai Yuan — 2016
• High-breakdown estimation of multivariate mean and covariance with missing observations.Tsung‐Chi Cheng, Maria‐Pia Victoria‐Feser — 2002
• Design and Estimation for Split Questionnaire SurveysJames Chipperfield, David Steel — 2009
• Modelos elípticos multiníveisRoberto Ferreira Manghi — 2011
• Inferência e diagnósticos em modelos assimétricosClécio S. Ferreira — 2008
• A robust multivariate long run analysis of European electricity pricesBosco, Bruno, Lucia Parisio, Matteo Pelagatti — 2007
• An Improved Statistical Model for Multiparty Electoral DataJames Honaker, Jonathan N. Katz, Gary King — 2001
• Processing of outliers and missing data in multivariate manufacturing dataTimothy J. Derksen — 1996
• ANALYSIS OF LONGITUDINAL BINARY DATA: AN APPLICATION TO A DISEASE PROCESSShaun Ramroop — 2008
• Uso dos métodos clássico e bayesiano para os modelos não-lineares heterocedásticos simétricosMárcia Aparecida Centanin Macêra — 2011
• Robust joint modeling of longitudinal measurements and time to event data using normal/independent distributions: A Bayesian approachTaban Baghfalaki, Mojtaba Ganjali, Damon Berridge — 2013
• Robust PARAFAC for incomplete dataMia Hubert, Johan Van Kerckhoven, Tim Verdonck — 2012
• Contributions to the Analysis of Multistate and Degradation DataYang Yang — 2011
• On estimating covariances between many assets with histories of highly variable lengthRobert B. Gramacy, Joo Hee Lee, Ricardo Silva — 2007
• Partial least squares on data with missing covariates: A comparison approachDana Tudorascu — 2009
• Amelia II: A Program for Missing DataJames Honaker, Gary King, Matthew Blackwell — 2011

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