A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.

DOI10.1016/S0167-9473(99)00077-8zbMath1043.62021WikidataQ127018444 ScholiaQ127018444MaRDI QIDQ1583071

Craig B. Borkowf

Publication date: 26 October 2000

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Spearman's rank correlationBootstrapjackknifenonparametric statisticsempirical bivariate quantile-partitioned (EBQP) distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric tolerance and confidence regions (62G15) Contingency tables (62H17)

Related Items (2)

On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data ⋮ Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation

Uses Software

• GAUSS
• bootstrap

Cites Work

• TESTS FOR RANK CORRELATION COEFFICIENTS. I
• Nonparametric Statistical Data Modeling
• Analyzing Bivariate Continuous Data Grouped into Categories Defined by Empirical Quantiles of Marginal Distributions
• The Non-Null Distribution of the Spearman Rank Correlation Coefficient
• The variance of Spearman's rho in normal samples
• Some Concepts of Dependence
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