Bootstrap confidence interval for a correlation curve

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.

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Year of publication:	2012
Authors:	Nilsson, William ; del Barrio Castro, Tomás
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 1, p. 1-6
Publisher:	Elsevier
Subject:	Bootstrap method \| Nonparametric method \| Correlation curve

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039883