On the structural estimation of certain correlation coefficients |
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| Authors: | M Safiul Hag A K Md E Saleh |
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| Institution: | 1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, N6A 5B9, London, Ontario, Canada
2. Department of Mathematics and Statistics, Carleton University, K1S 5B6, Ottawa, Ontario, Canada
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| Abstract: | In this paper, the estimation of a real-valued function of the parameter by minimizing the expected value of the quadratic loss function relative to the structural distribution of the parameter is proposed; this is called structural estimation. The general formulae developed have been used to obtain the structural estimate of the bivariate correlation coefficient and of the intraclass correlation coefficient. |
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