Journal article
On estimation of the correlation coefficient in moran-downton multivariate exponential distribution
Abstract
In this paper, we study the properties of some estimators of the correlation coefficient in the Moran–Downton multivariate exponential distribution. Based on the estimators suggested by Al-Saadi and Young (1980) and Balakrishnan and Ng (2001) for the correlation coefficient in Moran–Downton bivariate exponential distribution, we propose some pooled estimators in the multivariate case (p-dimensional). The maximum likelihood estimators as well as …
Authors
Balakrishnan N; Ng KT
Journal
Journal of Statistical Computation and Simulation, Vol. 71, No. 1, pp. 41–58
Publisher
Taylor & Francis
Publication Date
November 2001
DOI
10.1080/00949650108812133
ISSN
0094-9655