Jackknife Euclidean Likelihood-Based Inference for Spearman's Rho

DOI10.1080/10920277.2012.10597644zbMath1291.62118OpenAlexW2091158613MaRDI QIDQ5168703

Miguel de Carvalho, Filipe J. Marques

Publication date: 19 July 2014

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2012.10597644

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• QRM

Cites Work

• Empirical likelihood as a goodness-of-fit measure
• Jackknife Empirical Likelihood Intervals for Spearman’s Rho
• Jackknife Empirical Likelihood
• Modern Applied U‐Statistics
• Unnamed Item

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