PearsonT

MaRDI QIDQ25418swMATHFDO

Official website http://link.springer.com/article/10.1023%2FB%3AMATG.0000002982.52104.02

Described by source

• Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series

Cited in

(11)

• Stationary bootstrap for kernel density estimators under -weak dependence
• Identifying intraclass correlations necessitating hierarchical modeling
• Scale space multiresolution correlation analysis for time series data
• TAUEST
• NESToolbox
• BINCOR
• Bootstrap ICC estimators in analysis of small clustered binary data
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
• On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
• Stationary bootstrapping realized volatility under market microstructure noise
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence

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