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New method to estimate missing data by using the asymmetrical winsorized mean in a time series
Missing Data Winsorized mean Neyman Allocation
2010/9/14
In this paper we consider the problem of missing data in a time series analysis. We propose asymmetrical r = s winsorized mean to handle the problem of missing data. Beside that we suggested the Neym...
Testing a normal covariance matrix for small samples with monotone missing data
monotone missing data Bellman gamma distribution
2010/9/17
We consider samples with monotone missing data, drawn from a normal population to test if the covariance matrix is equal to a given positive definite matrix. We propose an imputation procedure for the...
Maximizing correlation in the presence of missing data
Integer programming combinatorial optimization genetic algorithm
2010/9/14
In this paper we address the problem of maximizing the correlation between two vectors of time series data, when one of the vectors has missing data and the timing of the missing data is unknown. The ...