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ROBUST M‐ESTIMATION OF THE INTRACLASS CORRELATION COEFFICIENT
Author(s) -
Bansal Naveen K.,
Bhandary M.
Publication year - 1994
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1994.tb00882.x
Subject(s) - intraclass correlation , estimator , correlation ratio , correlation coefficient , fisher transformation , mathematics , statistics , scale (ratio) , correlation , m estimator , physics , geometry , quantum mechanics , psychometrics
Summary 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.