Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147910 | Journal of Statistical Planning and Inference | 2009 | 6 Pages |
Abstract
In this paper the concept of copulas is implemented into the methodology for solving the imputation problem in correlated incomplete data. We use the Gaussian copula as alternative to the joint distribution for modeling the conditional distribution, conditioned by the observed values of measurements. The general formula for imputation and its application for compound symmetry correlation structure are given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ene Käärik, Meelis Käärik,