PearsonT

swMATH13504MaRDI QIDQ25418FDOQ25418

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Described by source

• Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series

Cited In (8)

• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
• Identifying intraclass correlations necessitating hierarchical modeling
• Scale space multiresolution correlation analysis for time series data
• Bootstrap ICC estimators in analysis of small clustered binary data
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
• On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
• Stationary bootstrapping realized volatility under market microstructure noise
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence

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