Estimation for a Common Intraclass Correlation in Bivariate Normal Distributions with Missing Observations

DOI10.1080/01966324.1997.10737427zbMath0892.62027OpenAlexW2018255772WikidataQ58117028 ScholiaQ58117028MaRDI QIDQ4353743

Kunio Shimizu, Mihoko Minami

Publication date: 10 September 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1997.10737427

zbMATH Keywords

asymptotic varianceFisher information matrixmaximum likelihood estimateintraclass correlationvariance stabilizing transformationREMLE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data

Cites Work

• Testing the equality of several intraclass correlation coefficients
• Normalizing transformations and bootstrap confidence intervals
• Normalizing transformations of some statistics in multivariate analysis
• Bayesian inference for variance components using only error contrasts
• Combined Maximum Likelihood Estimates for the Equicorrelation Coefficient
• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations

This page was built for publication: Estimation for a Common Intraclass Correlation in Bivariate Normal Distributions with Missing Observations