| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152212 | Statistics & Probability Letters | 2012 | 6 Pages |
Abstract
A correlation curve measures the strength of the association between two variables locally at different values of xx. 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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
William Nilsson, Tomás del Barrio Castro,