A note on bootstrapping the correlation coefficient

DOI10.1093/BIOMET/75.2.370MaRDI QIDQ3783373zbMATH OpenOpenAlexFDO

Authors G. Alastair Young

Publication date 1988

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/75.2.370

zbMATH Keywords

computer algebrasimulation studydegree of smoothingapproximation to the mean squared errorSmoothed bootstrap estimationvariance-stabilized correlation coefficient

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(13)

• The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
• A comparison of correlation coefficients via a three-step bootstrap approach
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• A note on coverage error of bootstrap confidence intervals for quantiles
• Bootstrap standard error and confidence intervals for the correlations corrected for indirect range restriction
• ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
• Importance resampling for the smoothed bootstrap
• Stabilizing bootstrap‐t confidence intervals for small samples
• Bootstrapping the correlation coefficient: a comparison of smoothing strategies
• Bootstrap of the linear correlation model
• Smoothed bootstrap methods for bivariate data
• On the bootstrap and smoothed bootstrap
• Computer algebra in probability and statistics

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