ROBUST M-ESTIMATION OF THE INTRACLASS CORRELATION COEFFICIENT |
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Authors: | Naveen K. Bansal M. Bhandary |
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Affiliation: | Marquette University and North Dakota State University |
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Abstract: | ![]() Robust M-estimators of intraclass correlation coefficient, location and scale parameters are defined for familial data. It is shown that these estimators are strongly consistent. Also the asymptotic distributions of these estimators are derived when the underlying distribution is elliptically and permutationally symmetric. |
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Keywords: | Maximum likelihood estimator M-equation consistency asymptotic normality |
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