A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.

DOI10.1016/S0167-9473(99)00077-8MaRDI QIDQ1583071zbMATH OpenWikidataFDO

Authors Craig B. Borkowf

Publication date 26 October 2000

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

jackknifenonparametric statisticsSpearman's rank correlationBootstrapempirical bivariate quantile-partitioned (EBQP) distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3753880 (Why is no real title available?)
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 3519741 (Why is no real title available?)
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• scientific article; zbMATH DE number 3080960 (Why is no real title available?)
• Analyzing Bivariate Continuous Data Grouped into Categories Defined by Empirical Quantiles of Marginal Distributions
• Nonparametric Statistical Data Modeling
• Some Concepts of Dependence
• TESTS FOR RANK CORRELATION COEFFICIENTS. I
• The Non-Null Distribution of the Spearman Rank Correlation Coefficient
• The variance of Spearman's rho in normal samples

Cited in

(5)

• Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
• A nonparametric confidence interval for slope based on spearman's rho
• ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
• Nonparametric estimation of Spearman's rank correlation with bivariate survival data
• On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data

Describes a project that uses

Uses Software

• bootstrap
• GAUSS

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