Better nonparametric bootstrap confidence intervals for the correlation coefficient

DOI10.1080/00949658908811194zbMath0726.62065OpenAlexW2059182285MaRDI QIDQ3350507

Michael A. Martin, William R. Schucany, Hall, Peter

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811194

zbMATH Keywords

correlation coefficientjackknifecoveragebootstrap confidence intervalsprepivotingvariance stabilizationFisher's z-transformationpercentile-t methodpercentile-methodnonparametric delta method

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items

Stabilizing bootstrap‐t confidence intervals for small samples, The Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions Using Bootstrap Methodology, The percentage bend correlation coefficient, Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations, Some results on bootstrap prediction intervals, Non-parametric confidence intervals for covariance and correlation, Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties, Prepivoting composite score statistics by weighted bootstrap iteration

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