Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring

DOI10.1016/J.JSPI.2010.06.021zbMath1197.62066OpenAlexW2054001362WikidataQ58322297 ScholiaQ58322297MaRDI QIDQ710801

Lei Nie, Yong Chen, Haitao Chu

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.021

zbMATH Keywords

maximum likelihood estimatorcensoringlimit of detection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Design of statistical experiments (62K99) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Interval Estimation for the Correlation Coefficient

Cites Work

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• Correlating Two Viral Load Assays with Known Detection Limits
• Restriction and Selection in Samples from Bivariate Normal Distributions
• ON THE SOLUTION OF ESTIMATING EQUATIONS FOR TRUNCATED AND CENSORED SAMPLES FROM NORMAL POPULATIONS
• The asymptotic properties of ML estimators when sampling from associated populations
• Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits
• Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples

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