Bootstrap confidence interval for a correlation curve

被引：5
|
作者：
Nilsson, William [1 ]
del Barrio Castro, Tomas [1 ]
机构：
[1] Univ Balearic Isl, Dept Appl Econ, E-07122 Palma De Mallorca, Spain
来源：
STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 01期
关键词：
Bootstrap method; Nonparametric method; Correlation curve; NONPARAMETRIC REGRESSION;
D O I：
10.1016/j.spl.2011.09.001
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A correlation curve measures the strength of the association between two variables locally at different values of x. The purpose of this study is to obtain point-wise confidence intervals for a correlation curve using wild bootstrap techniques. Empirical coverage probabilities are found to be close to the specified nominal level. Bootstrapping is an attractive alternative to confidence intervals based on asymptotic expressions that have slow rate of convergence. (C) 2011 Elsevier B.V. All rights reserved.
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页码：1 / 6
页数：6
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