Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations

DOI10.1080/03610929408831342zbMath0825.62182OpenAlexW2090721101MaRDI QIDQ4843823

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Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831342

zbMATH Keywords

incomplete dataMonte Carlo experimentinterval estimationtest procedurevariance stabilizing transformation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

ML and REML Estimation of Matusita's Measure for Two Bivariate Normal Distributions with Missing Observations ⋮ The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data ⋮ On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data ⋮ Estimation for a Common Intraclass Correlation in Bivariate Normal Distributions with Missing Observations ⋮ Variance stabilizing transformation and studentization for estimator of correlation coefficient ⋮ Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data

Cites Work

• Maximum likelihood estimates for a bivariate normal distribution with missing data
• Normalizing transformations and bootstrap confidence intervals
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• Normalizing transformations of some statistics in multivariate analysis

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