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Abstract We study estimation of the correlation ρ in the multivariate linear model with uniform correlation structure. Unbiased estimator of ρ based on moment estimator proposed by Žežula (2006) is… Click to show full abstract
Abstract We study estimation of the correlation ρ in the multivariate linear model with uniform correlation structure. Unbiased estimator of ρ based on moment estimator proposed by Žežula (2006) is derived. Biased and unbiased estimators are compared by bias and mean square error under normal and t-distribution.
Keywords:
correlation;
correlation coefficient;
estimator;
unbiased estimator;
estimator correlation
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2020
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!