Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
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Publication:4843823
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
incomplete dataMonte Carlo experimentinterval estimationtest procedurevariance stabilizing transformation
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
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