Multivariate Normal Inference based on Singly Imputed Synthetic Data under Plug-in Sampling

Martin Klein; Ricardo Moura; Bimal Sinha

doi:10.1007/s13571-019-00215-9

Multivariate Normal Inference based on Singly Imputed Synthetic Data under Plug-in Sampling

Martin Klein, Ricardo Moura, Bimal Sinha

CMA - Centro de Matemática e Aplicações

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we consider singly imputed synthetic data generated via plug-in sampling under the multivariate normal model. Based on the observed synthetic dataset, we derive a statistical test for the generalized variance, the sphericity test, a test for independence between two subsets of variables, and a test for the regression of one set of variables on the other. The procedures are based on finite sample theory.

Original language	English
Pages (from-to)	273-287
Journal	Sankhya B
Volume	83
Issue number	1(SI)
DOIs	https://doi.org/10.1007/s13571-019-00215-9
Publication status	Published - May 2021

Keywords

Multivariate normal
Pivotal quantity
Plug-in sampling
Primary 62H15
Secondary 62F03
Statistical disclosure control
Tests for covariance structure

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10.1007/s13571-019-00215-9

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title = "Multivariate Normal Inference based on Singly Imputed Synthetic Data under Plug-in Sampling",

abstract = "In this paper we consider singly imputed synthetic data generated via plug-in sampling under the multivariate normal model. Based on the observed synthetic dataset, we derive a statistical test for the generalized variance, the sphericity test, a test for independence between two subsets of variables, and a test for the regression of one set of variables on the other. The procedures are based on finite sample theory.",

keywords = "Multivariate normal, Pivotal quantity, Plug-in sampling, Primary 62H15, Secondary 62F03, Statistical disclosure control, Tests for covariance structure",

author = "Martin Klein and Ricardo Moura and Bimal Sinha",

note = "Ricardo Moura's work was partially supported by the Fundacao para a Ciencia e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2019 (Centro de Matematica e Aplicacoes).",

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AU - Sinha, Bimal

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N2 - In this paper we consider singly imputed synthetic data generated via plug-in sampling under the multivariate normal model. Based on the observed synthetic dataset, we derive a statistical test for the generalized variance, the sphericity test, a test for independence between two subsets of variables, and a test for the regression of one set of variables on the other. The procedures are based on finite sample theory.

AB - In this paper we consider singly imputed synthetic data generated via plug-in sampling under the multivariate normal model. Based on the observed synthetic dataset, we derive a statistical test for the generalized variance, the sphericity test, a test for independence between two subsets of variables, and a test for the regression of one set of variables on the other. The procedures are based on finite sample theory.

KW - Multivariate normal

KW - Pivotal quantity

KW - Plug-in sampling

KW - Primary 62H15

KW - Secondary 62F03

KW - Statistical disclosure control

KW - Tests for covariance structure

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JO - Sankhya B

JF - Sankhya B

IS - 1(SI)

ER -

Multivariate Normal Inference based on Singly Imputed Synthetic Data under Plug-in Sampling

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Keywords

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