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A simple estimator for correlation in incomplete data
Albers, W. and Teulings, M.F. (1996) A simple estimator for correlation in incomplete data. Statistics & Probability Letters, 31 (1). pp. 51-57. ISSN 0167-7152
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| Abstract: | It seems fair that the usual sample correlation coefficient should allow improvement when additional samples from the marginals are available. However, some intuitive attempts fail badly. Using control variates, a simple method is presented which asymptotically achieves the optimal improvement. |
| Item Type: | Article |
| Copyright: | © 1996 Elsevier Science |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/30114 |
| Official URL: | http://dx.doi.org/10.1016/S0167-7152(96)00013-2 |
| Export this item as: | BibTeX EndNote HTML Citation Reference Manager |
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