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Journal ArticleDOI

A simple estimator for correlation in incomplete data

01 Dec 1996-Statistics & Probability Letters (North-Holland)-Vol. 31, Iss: 1, pp 51-57
TL;DR: In this article, a simple control variates-based method is presented which asymptotically achieves the optimal improvement. But it seems fair that the usual sample correlation coefficient should allow improvement when additional samples from the marginals are available.
About: This article is published in Statistics & Probability Letters.The article was published on 1996-12-01 and is currently open access. It has received 2 citations till now. The article focuses on the topics: Control variates & Estimator.

Summary (1 min read)

Jump to:  and [1. Introduction]

1. Introduction

  • In Section 3 the authors return to the incomplete data case and demonstrate how the results from the previous section can be extended to the situation.
  • The simple estimator proposed here is linked to the existing literature in Section 4.
  • Moreover, some simulations are discussed, as well as a problem the authors recently encountered and which serves as an illustration for the use of methods like the one outlined here.

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Citations
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01 Jan 1996
TL;DR: In this paper, the generalized likelihood ratio of stochastic elds is computed using a Kalman lter bank, where local changes in these elds are regarded as time-varying changes in the parameters of this model.
Abstract: Causal and semicausal stochastic elds may be rewritten in a state-space representation. Local changes in these elds may be regarded as time-varying changes in the parameters of this model. Using a Kalman lter bank, the generalized likelihood ratio may be computed if these changes are known to be in a certain set. If only some scaling parameters are unknown, exact expressions for the generalized likelihood ratio may be found.

6 citations

References
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Journal ArticleDOI
TL;DR: In this article, a method is developed for estimating the parameters in the multivariate normal distribution in which the missing observavations are not restricted to follow certain patterns as in most previous papers.
Abstract: In this paper a method is developed for estimating the parameters in the multivariate normal distribution in which the missing observavations are not restricted to follow certain patterns as in most previous papers. The large sample properties of the estimators are discussed. Equivalence with maximum likelihood estimators has been established for a subclass of problems. The results of some simulation studies are provided to support the theoretical development.

93 citations

Journal ArticleDOI
TL;DR: An economic model for this screening procedure is developed with the consideration of the cost incurred by imperfect quality and the cost associated with the disposition of the rejected items.
Abstract: In a complete inspection (screening) procedure, all of the items are subject to acceptance inspection. If an item fails to meet the predetermined inspection specifications, it is rejected and excluded from shipment. When the inspection on the performance variable is destructive or very costly, it may be economical to use another variable that is correlated with the performance variable and is relatively inexpensive to measure as the screening variable. Suppose that the performance variable is a “larger is better” variable and is positively correlated with the screening variable, The items for which the measured values of the screening variable are smaller than the screening specifications are rejected and excluded from shipment. An economic model for this screening procedure is developed with the consideration of the cost incurred by imperfect quality and the cost associated with the disposition of the rejected items. Solution procedures for the optima1 screening specifications are developed for three qua...

59 citations