Non-parametric confidence intervals for covariance and correlation

DOI10.1007/S40300-013-0033-9zbMATH Open1305.62187OpenAlexW2010406615MaRDI QIDQ483495FDOQ483495

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 17 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-013-0033-9

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zbMATH Keywords

correlationconfidence intervalcovarianceinfluence function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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Cited In (7)

• Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
• Confidence intervals for the correlation from a bivariate normal
• Confidence intervals for the correlation coefficient
• Title not available (Why is that?)
• Confidence interval for correlation estimator between latent processes

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