摘要
Data with missing values are often obtained using multivariate statistical analyses.It is crucial to study how to estimate parameters and test hypotheses using such data.There exists a step monotone incomplete sample as a simple model of data,which includes such missing values.In this study,we derive the asymptotic distribution of the estimator for the correlation matrix and propose a hypothesis testing method for it in a three-step monotone incomplete sample.Further,we investigate the accuracy of our results by numerical simulation.
