A NOTE ON BOOTSTRAPPING THE CORRELATION-COEFFICIENT

成果类型:
Note
署名作者:
YOUNG, GA
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/75.2.370
发表日期:
1988
页码:
370373
关键词:
摘要:
Smoothed bootstrap estimation of the sampling standard deviation of the variance-stabilized correlation coefficient is reconsidered. An approximation to the mean squared error of the bootstrap estimator is obtained and an empirical procedure for choosing the degree of smoothing in the bootstrap estimation is presented. Performance of the procedure is examined in a simulation study.