A simple estimator for correlation in incomplete data

W. Albers; M.F. Teulings

doi:10.1016/S0167-7152(96)00013-2

A simple estimator for correlation in incomplete data

W. Albers, M.F. Teulings

Research output: Contribution to journal › Article › Academic › peer-review

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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 language	English
Pages (from-to)	51-57
Number of pages	7
Journal	Statistics & probability letters
Volume	31
Issue number	1
DOIs	https://doi.org/10.1016/S0167-7152(96)00013-2
Publication status	Published - 1996

Keywords

Missing data
Control variates
Asymptotic relative efficiency

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10.1016/S0167-7152(96)00013-2

Albers1996simpleFinal published version, 410 KB

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1 Report

A simple estimator for correlation in incomplete data
Albers, W. & Teulings, M. F., 1995, Enschede: University of Twente. 7 p. (Memorandum; no. 1280)
Research output: Book/Report › Report › Professional

Cite this

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title = "A simple estimator for correlation in incomplete data",

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.",

keywords = "Missing data, Control variates, Asymptotic relative efficiency",

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KW - Missing data

KW - Control variates

KW - Asymptotic relative efficiency

U2 - 10.1016/S0167-7152(96)00013-2

DO - 10.1016/S0167-7152(96)00013-2

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VL - 31

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EP - 57

JO - Statistics & probability letters

JF - Statistics & probability letters

IS - 1

ER -

A simple estimator for correlation in incomplete data

Abstract

Keywords

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A simple estimator for correlation in incomplete data

Cite this