Maximum likelihood estimation of the cor
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Steven T. Garren
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Article
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1998
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Elsevier Science
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English
β 396 KB
The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla