In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is only partially identifiable, and point estimation requires...

In microarray studies, an important problem is to compare a predictor of disease outcome derived from gene expression levels to standard clinical predictors. Comparing them on the same dataset that was used to derive the microarray predictor can lead to results strongly biased in favor of the...