Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data

DOI10.1016/S0167-7152(98)00035-2zbMath0903.62054WikidataQ56170087 ScholiaQ56170087MaRDI QIDQ1265976

Steven T. Garren

Publication date: 27 September 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimator; correlation coefficient; missing data; bivariate normal

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Confidence intervals for the correlation from a bivariate normal, Variance stabilizing transformation and studentization for estimator of correlation coefficient, An evaluation of statistical methods for aggregate patterns of replication failure

Cites Work

• Missing data in the one-population multivariate normal patterned mean and covariance matrix testing and estimation problem
• Multivariate tests with incomplete data
• A class of pattern-mixture models for normal incomplete data
• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
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