Summary
The estimation of several intraclass correlation coefficients is considered when independent samples are drawn from multivariate normal distributions. We propose improved shrinkage estimator for the correlation parameters. It is shown analytically and computationally that the positivepart shrinkage estimator outperforms usual shrinkage estimator. The asymptotic relative performance of the estimators in the light of their bias and risk is presented both analytically and numerically. A Monte Carlo study is carried out to assess the performance of the proposed estimators for small samples.
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References
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© 2002 Springer Japan
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Ahmed, S.E., Khan, S.M. (2002). Using Several Data to Structure Efficient Estimation of Intraclass Correlation Coefficients. In: Nishisato, S., Baba, Y., Bozdogan, H., Kanefuji, K. (eds) Measurement and Multivariate Analysis. Springer, Tokyo. https://doi.org/10.1007/978-4-431-65955-6_21
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DOI: https://doi.org/10.1007/978-4-431-65955-6_21
Publisher Name: Springer, Tokyo
Print ISBN: 978-4-431-65957-0
Online ISBN: 978-4-431-65955-6
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