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Optimal experimental design to estimate the correlation coefficient in a gaussian model

โœ Scribed by S. Yu. Bogomolov; G. D. Kartashov

Publisher
Springer
Year
1998
Tongue
English
Weight
268 KB
Volume
9
Category
Article
ISSN
1046-283X

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Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
โœ Steven T. Garren ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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