Bootstrapping the correlation coefficient: a comparison of smoothing strategies

DOI10.1080/00949659208811374zbMath0775.62107OpenAlexW2005914277MaRDI QIDQ5287294

Daniela De Angelis, G. Alastair Young

Publication date: 23 August 1993

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

Full work available at URL: https://doi.org/10.1080/00949659208811374

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric statistical resampling methods (62G09) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A note on coverage error of bootstrap confidence intervals for quantiles

Cites Work

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• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Bootstrap methods: another look at the jackknife
• A note on bootstrapping the correlation coefficient
• The bootstrap: To smooth or not to smooth?
• Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
• Curve Estimates
• On Estimation of a Probability Density Function and Mode

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