Sample size requirements for estimating Pearson, Kendall and Spearman correlations

DOI10.1007/BF02294183MaRDI QIDQ2250609zbMATH OpenOpenAlexWikidataFDO

Authors Douglas G. Bonett, Thomas A. Wright

Publication date 18 July 2014

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02294183

zbMATH Keywords

correlationinterval estimationrank correlationsample size

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to psychology (62P15)

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Cites work

• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• A note on non-normal correlation
• Confidence intervals for Kendall's tau
• scientific article; zbMATH DE number 48701 (Why is no real title available?)
• scientific article; zbMATH DE number 52243 (Why is no real title available?)
• scientific article; zbMATH DE number 794688 (Why is no real title available?)
• scientific article; zbMATH DE number 837323 (Why is no real title available?)
• scientific article; zbMATH DE number 3030319 (Why is no real title available?)
• ON THE DISTRIBUTION OF THE CORRELATION COEFFICIENT IN SMALL SAMPLES
• TESTS FOR RANK CORRELATION COEFFICIENTS. I
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The Test of Significance for the Correlation Coefficient

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(18)

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• Influence functions of the Spearman and Kendall correlation measures
• A quick and rather accurate estimate of Pearson's correlation coefficient from scatter diagrams
• Cross ranking of cities and regions: population versus income
• Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ
• Confidence interval for a ratio of variances in bivariate nonnormal distributions
• Artificial-neural-network-based nonlinear algebraic models for large-eddy simulation of compressible wall-bounded turbulence
• Jointly pooling aggregated effect sizes and their standard errors from studies with continuous clinical outcomes
• A simple consistent Bayes factor for testing the Kendall rank correlation coefficient
• Stressing dynamic loss models
• A prediction-based test for multiple endpoints
• VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces
• Error propagation from microstructure changes to apparent stiffness in 2D biphase matrix-inclusion composites
• Linear and nonlinear causality in financial markets
• Quantifying uncertainty: all we need is the bootstrap?
• Exploring the pathways to EV adoption: the mediating role of behavioral intentions in financial, social and environmental determinants

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