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

DOI10.1016/J.JSPI.2010.06.021zbMATH Open1197.62066OpenAlexW2054001362WikidataQ58322297 ScholiaQ58322297MaRDI QIDQ710801FDOQ710801

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The asymptotic properties of ML estimators when sampling from associated populations
• Restriction and Selection in Samples from Bivariate Normal Distributions
• ON THE SOLUTION OF ESTIMATING EQUATIONS FOR TRUNCATED AND CENSORED SAMPLES FROM NORMAL POPULATIONS
• 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

Cited In (2)

• Interval Estimation for the Correlation Coefficient
• Asymptotic conditional correlation coefficients for truncated data

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