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

DOI10.1080/03610929408831342zbMath0825.62182MaRDI 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 data; Monte Carlo experiment; interval estimation; test procedure; variance stabilizing transformation

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

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

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