A simple estimator for correlation in incomplete data

Willem/Wim Albers, M.F. Teulings

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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.
    Original languageUndefined
    Pages (from-to)51-57
    Number of pages7
    JournalStatistics & probability letters
    Volume31
    Issue number31
    DOIs
    Publication statusPublished - 1996

    Keywords

    • METIS-140753
    • IR-30114

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