Non-parametric confidence intervals for covariance and correlation
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Cites work
- scientific article; zbMATH DE number 3647917 (Why is no real title available?)
- scientific article; zbMATH DE number 3162185 (Why is no real title available?)
- scientific article; zbMATH DE number 3678955 (Why is no real title available?)
- scientific article; zbMATH DE number 3538576 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- A Nonparametric Prewhitened Covariance Estimator
- Better Bootstrap Confidence Intervals
- Better nonparametric bootstrap confidence intervals for the correlation coefficient
- Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits
- Efficient semiparametric regression for longitudinal data with nonparametric covariance estima\-tion
- Empirical likelihood ratio confidence regions
- Jackknifing Variances
- Nonparametric Estimation of the Concordance Correlation Coefficient under Univariate Censoring
- Nonparametric analysis of covariance for censored data
- Nonparametric analysis of covariance.
- Nonparametric covariance estimation in multivariate distributions
- Nonparametric estimation of large covariance matrices of longitudinal data
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- On the Asymptotic Distribution of Differentiable Statistical Functions
- Probability inequalities in multivariate distributions
- Robust Estimates of Location: Survey and Advances
- Semiparametric theory and missing data.
- The multivariate skew-normal distribution
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
- scientific article; zbMATH DE number 3938283 (Why is no real title available?)
- Confidence interval for correlation estimator between latent processes
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