Abstract
We propose a bivariate Farlie–Gumbel–Morgenstern (FGM) copula model for bivariate meta-analysis, and develop a maximum likelihood estimator for the common mean vector. With the aid of novel mathematical identities for the FGM copula, we derive the expression of the Fisher information matrix. We also derive an approximation formula for the Fisher information matrix, which is accurate and easy to compute. Based on the theory of independent but not identically distributed (i.n.i.d.) samples, we examine the asymptotic properties of the estimator. Simulation studies are given to demonstrate the performance of the proposed method, and a real data analysis is provided to illustrate the method.
Original language | English |
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Pages (from-to) | 673-695 |
Number of pages | 23 |
Journal | Statistics |
Volume | 53 |
Issue number | 3 |
DOIs | |
State | Published - 04 05 2019 |
Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2019, © 2019 Informa UK Limited, trading as Taylor & Francis Group.
Keywords
- Asymptotic theory
- Fisher information
- Stein's identity
- copula
- maximum likelihood estimation
- multivariate analysis