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

DOI10.1016/J.JSPI.2010.06.021MaRDI QIDQ710801zbMATHOpenAlexWikidataFDO

Authors 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

censoringmaximum likelihood estimatorlimit of detection

Mathematics Subject Classification ID

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

Recommendations

• Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
• Theory & Methods: Fisher’s Information on the Correlation Coefficient in Bivariate Logistic Models
• Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits
• Estimating the product-moment correlation in samples with censoring on both variables
• A robust maximum likelihood estimator for the correlation coefficient

Cites work

• scientific article; zbMATH DE number 51382 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits
• Correlating two viral load assays with known detection limits
• Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples
• ON THE SOLUTION OF ESTIMATING EQUATIONS FOR TRUNCATED AND CENSORED SAMPLES FROM NORMAL POPULATIONS
• Restriction and Selection in Samples from Bivariate Normal Distributions
• The asymptotic properties of ML estimators when sampling from associated populations

Cited in

(5)

• Asymptotic conditional correlation coefficients for truncated data
• Interval estimation for the correlation coefficient
• Estimating the product-moment correlation in samples with censoring on both variables
• Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits
• Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known

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