کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150134 | 957913 | 2011 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring](/preview/png/1150134.png)
چکیده انگلیسی
This paper deals with the problem of estimating the Pearson correlation coefficient when one variable is subject to left or right censoring. In parallel to the classical results on the Pearson correlation coefficient, we derive a workable formula, through tedious computation and intensive simplification, of the asymptotic variances of the maximum likelihood estimators in two cases: (1) known means and variances and (2) unknown means and variances. We illustrate the usefulness of the asymptotic results in experimental designs.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 1, January 2011, Pages 392-401
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 1, January 2011, Pages 392-401
نویسندگان
Lei Nie, Yong Chen, Haitao Chu,