Pages that link to "Item:Q1417898"
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The following pages link to Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series (Q1417898):
Displayed 10 items.
- PearsonT (Q25418) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points (Q2066843) (← links)
- Bootstrap ICC estimators in analysis of small clustered binary data (Q2282601) (← links)
- Scale space multiresolution correlation analysis for time series data (Q2358916) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Identifying intraclass correlations necessitating hierarchical modeling (Q5139022) (← links)