Simultaneous estimation of several intraclass correlation coefficients

  • Ahmed S
  • Gupta A
  • Khan S
  • 2


    Mendeley users who have this article in their library.
  • N/A


    Citations of this article.


Based on shrinkage and preliminary test rules, various estimators are proposed for estimation of several intraclass correlation coefficients when independent samples are drawn from multivariate normal populations. It is demonstrated that the James-Stein type estimators are asymtotically superior to the usual estimators. Furthermore, it is also indicated through asymtotic results that none of the preliminary test and shrinkage estimators dominate each other, though they perform relatively well as compared to the classical estimator. The relative dominance picture of the estimators is presented. A Monte Carlo study is performed to appriase the properties of the proposed estimators for small samples.

Author-supplied keywords

  • Monte Carlo
  • Paired estimation
  • asymptotic distributional risk
  • intraclass correlation coefficients
  • local alternatives
  • maximum likelihood estimation
  • shrinkage estimators and preliminary test

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

There are no full text links


  • SE Ahmed

  • AK Gupta

  • SM Khan

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free