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

DOI10.2307/2533863zbMath1058.62535OpenAlexW2312485300MaRDI QIDQ4666054

Kunio Shimizu, Mihoko Minami

Publication date: 11 April 2005

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2533863

zbMATH Keywords

asymptotic varianceFisher information matrixmaximum likelihood estimatevariance-stabilizing transformationrestricted maximum likelihood estimate

Mathematics Subject Classification ID

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

Related Items (2)

ML and REML Estimation of Matusita's Measure for Two Bivariate Normal Distributions with Missing Observations ⋮ A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling

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