Bootstrap confidence interval for a correlation curve

DOI10.1016/J.SPL.2011.09.001MaRDI QIDQ654457zbMATH OpenOpenAlexFDO

Authors William Nilsson, Tomás del Barrio Castro

Publication date 28 December 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.09.001

zbMATH Keywords

nonparametric method

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Bootstrap confidence intervals for local likelihood, local estimating equations and varying coefficient models
• Bootstrap simultaneous error bars for nonparametric regression
• Comparing nonparametric versus parametric regression fits
• Correlation Curves as Local Measures of Variance Explained by Regression
• Correlation curves: Measures of association as functions of covariate values
• Design-adaptive Nonparametric Regression
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Local linear regression smoothers and their minimax efficiencies
• Neighborhood correlation
• On bagging and nonlinear estimation
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Simultaneous bootstrap confidence bands in nonparametric regression

Cited in

(6)

• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• scientific article; zbMATH DE number 2077516 (Why is no real title available?)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• Correlation curve estimation for multiplicative distortion measurement errors data
• 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

Describes a project that uses

Uses Software

• boot

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