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Details van artikel 5 van 11 gevonden artikelen
| Titel: |
Combined estimators for the correlation coefficient |
| Auteur: |
Viana, Marios A.G. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 11 (1982) nr. 13 pagina's 1483-1504 |
| Jaar: |
1982 |
| Inhoud: |
Three combined estimators for the bivariate normal correlation parameter are considered. The data consist of k independent sample correlation coefficients and it is assumed that the underlying correlation parameters are all equal to ρ. Based upon the joint density function of the sample correlations a combined estimator of ρ is obtained as an approximation to the maximum likelihood solution. Two linearly combined estimators are also considered. One of them is based on Fisher's z-transformation of the sample correlations and the other on an unbiased estimator of ρ. The comparison of these three estimators indicates that the combined (approximate) MLE has a slightly smaller estimated mean squared error relative to the other two combined methods of estimation, but it does so at the expense of a relatively larger bias. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 5 van 11 gevonden artikelen
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