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

1 Citation (Scopus)

223 Downloads (Pure)

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

Access to Document

10.1016/S0167-7152(96)00013-2

Albers1996simpleFinal published version, 410 KB

1 Citations
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

@article{281e043f35f64ce1ae0565ba3a3f7f7a,

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",

author = "W. Albers and M.F. Teulings",

year = "1996",

doi = "10.1016/S0167-7152(96)00013-2",

language = "English",

volume = "31",

pages = "51--57",

journal = "Statistics \& probability letters",

issn = "0167-7152",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - A simple estimator for correlation in incomplete data

AU - Albers, W.

AU - Teulings, M.F.

PY - 1996

Y1 - 1996

N2 - 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.

AB - 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.

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

M3 - Article

SN - 0167-7152

VL - 31

SP - 51

EP - 57

JO - Statistics & probability letters

JF - Statistics & probability letters

IS - 1

ER -

A simple estimator for correlation in incomplete data

Abstract

Keywords

Access to Document

Fingerprint

Research output

A simple estimator for correlation in incomplete data

Cite this