Better nonparametric bootstrap confidence intervals for the correlation coefficient

DOI10.1080/00949658908811194MaRDI QIDQ3350507zbMATH OpenOpenAlexFDO

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

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

jackknifecoverageprepivotingcorrelation coefficientbootstrap confidence intervalsvariance stabilizationFisher's z-transformationpercentile-t methodpercentile-methodnonparametric delta method

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• Bootstrap methods: another look at the jackknife
• Calibrating Confidence Coefficients
• Improvements of jackknife confidence limit methods
• Nonparametric standard errors and confidence intervals
• On bootstrap resampling and iteration
• On the bootstrap and confidence intervals
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Prepivoting to reduce level error of confidence sets
• Theoretical comparison of bootstrap confidence intervals
• Variance stabilization and the bootstrap

Cited in

(21)

• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
• The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
• Some results on bootstrap prediction intervals
• Standard and bootstrap confidence intervals for the correlation coefficient
• Estimation of treatment effect in two-stage confirmatory oncology trials of personalized medicines
• Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
• Bootstrap standard error and confidence intervals for the correlations corrected for indirect range restriction
• A note on bootstrapping the correlation coefficient
• ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
• scientific article; zbMATH DE number 2077516 (Why is no real title available?)
• Stabilizing bootstrap‐t confidence intervals for small samples
• Confidence intervals for the correlation coefficient
• Standard errors and confidence intervals for correlations corrected for indirect range restriction: a simulation study comparing analytic and bootstrap methods
• Non-parametric confidence intervals for covariance and correlation
• The percentage bend correlation coefficient
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• Bootstrap confidence intervals for correlation between continuous repeated measures
• On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
• Bootstrap confidence interval for a correlation curve
• Prepivoting composite score statistics by weighted bootstrap iteration
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties

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