Article ID Journal Published Year Pages File Type
1147910 Journal of Statistical Planning and Inference 2009 6 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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