A simple estimator for correlation in incomplete data

W. Albers and M. F. Teulings

Statistics & Probability Letters, 1996, vol. 31, issue 1, 51-57

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 (search for similar items in EconPapers)
Date: 1996
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