ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
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Publication:4787585
DOI10.1081/SAC-100001863zbMATH Open1008.62611MaRDI QIDQ4787585FDOQ4787585
Authors: Eunsik Park, Young Jack Lee 
Publication date: 8 January 2003
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
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Cites Work
- Bootstrap methods: another look at the jackknife
- The jackknife and the bootstrap for general stationary observations
- Proportional hazards tests and diagnostics based on weighted residuals
- The Stationary Bootstrap
- On blocking rules for the bootstrap with dependent data
- On a measure of lack of fit in time series models
- Bootstrapping the sample means for stationary mixing sequences
- Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
- Exponential survivals with censoring and explanatory variables
- Regression analysis for long-term survival rate
Cited In (7)
- A comparison of correlation coefficients via a three-step bootstrap approach
- Title not available (Why is that?)
- A note on bootstrapping the correlation coefficient
- A diagnostic for heteroscedasticity based on the Spearman rank correlation
- Sequential estimation of Spearman rank correlation using Hermite series estimators
- Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
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