Improving the jackknife with special reference to correlation estimation
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(15)- On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix
- Jackknife estimation of the eigenvalues of the covariance matrix
- Aspects of two group concordance
- A Pseudo-Replicate Estimator of the Variance of a Function of Sample Means
- A test for correlation based on Kendall's tau
- Using jackknife in nonlinear models - confidence regions for a function of the structural parameter
- A note on biases of jackknife estimators of third central moments
- Higher order comparisons of jackknife variance estimators
- Bias reduction for jackknife skewness
- Canonical Correlation Analysis Using Small Number of Samples
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
- Empirical Likelihood for Network Data
- Two tests of variance homogeneity for clustered data where group size is informative
- Multiway empirical likelihood
- The jackknife and regression with \(AR(1)\) errors
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